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Using DEA and worst practice DEA in credit risk evaluation
Joseph C. Paradi
*
,
Mette Asmild
, Paul C. Simak
*
Corresponding author af dette arbejde
83
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Computer Science
Prediction Accuracy
100%
Classification Accuracy
100%
Sample Classification
100%
Calibration Data
100%
Bankruptcy Prediction
100%
Keyphrases
Credit Evaluation
100%
DEA Model
50%
Prediction Accuracy
25%
Risk Attitude
25%
Sample Classification
25%
Improvement Potential
25%
Best Combination
25%
Calibration Data
25%
Layering Method
25%
Classification Accuracy
25%
Bankruptcy
25%
Social Sciences
Credit
100%
Bankruptcy
66%
Boundaries
33%
Pricing
33%
Economics, Econometrics and Finance
Credit
100%
Bankruptcy
66%
Pricing
33%
Risk Attitude
33%
Mathematics
Credit Risk
100%
Calibration Data
33%
Cutoff Point
33%
Psychology
Credit Risk
100%