CART analysis of qualitative variables to improve credit rating processes
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- Francesco Campanella, 2014. "Assess the Rating of SMEs by using Classification And Regression Trees (CART) with Qualitative Variables," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 16-32, August.
More about this item
Keywordscredit risk; qualitative models; rating; regression tree;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
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