Data Mining in Credit Risk
- Typ: Seminar (S)
- Semester: WS 13/14
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Dozent:
Dr. Markus Höchstötter
- LVNr.: 2521389
Bemerkungen:
Anmerkungen
Eine vorherige Anmeldung per Email an markus.hoechstoetter@kit.edu oder Abdolreza.nazemi@kit.edu wird erbeten.
Für weitere Informationen: http://statistik.econ.kit.edu/
Literaturhinweise (en):
1] Charu C. Aggarwal, (2011). SocialNetwork Data Analytics, Springer.
2] Engelmann, B. and R. Rauhmeier, (2011). The Basel II risk parameters: Estimation, validation, and stress testing. Springer, Berlin.
3] Tan, P. N., M. Steinbach, and V. Kumar, (2006). Introduction to Data Mining. Addison Wesley.
4] Thomas, L. C. (2009).Consumer Credit Models. Oxford, UK: OxfordUniversity Press.
5] Van Gestel, T. and B. Baesens, (2009).Credit Risk Management. Oxford, UK: Oxford University Press.
6] Tsai, C.J et al. (2008). A discretization algorithm based on Class-Attribute Contingency Coefficient, Information Sciences, Vol. 178, pp. 714-731.