Tóm tắt
Chapter I: The theoretical framework measures credit risk in commercial banks; Chapter II: The current situation of credit risk management at commercial banks in Vietnam; Chapter III: The applications of imbalanced dataset handling method for credit scoring models at Vietnamese commercial banks; Chapter IV The result analysis and recommendations for credit risk measuring activities at Vietnam commercial banks.
Chủ đề
ứng dụng thực nghiệm, thuật toán phân nhóm, dữ liệu mất cân bằng, hoạt động quản trị rủi ro tín dụng, ngân hàng thương mại
Nhà xuất bản
Trường Đại Học Kinh Tế Quốc Dân???dc.relation.reference???
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2. Barua, s., Islam, M.M., Yao, X. and Murase, K., 2012. MWMOTE-majority weighted minority oversampling technique for imbalanced data set learning. IEEE Transactions on K now ledge a n d D ata E ngineering, 26(2), pp.405-425.
3. Basel II: Revised international capital framework", bis.org. 2004-06-10.
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5. Chawla, N.V., Lazarevic, A., Hall, L .O. and Bowyer, K.W., 2003, September. SMOTEBoost: Improving prediction of the minority class in boosting. In European conference on principles of data mining and knowledg discovery (pp. 107-119). Springer, Berlin, Heidelberg.
1. Augustin, s., GaiBer, c ., Knauer, J., Massoth, M., Piejko, K., Rihm, D., & Wiens, T. (2012). Telephony fraud detection in next generation networks. Proceedings of the AICT , 203-207.
2. Barua, s., Islam, M.M., Yao, X. and Murase, K., 2012. MWMOTE-majority weighted minority oversampling technique for imbalanced data set learning. IEEE Transactions on K now ledge a n d D ata E ngineering, 26(2), pp.405-425.
3. Basel II: Revised international capital framework", bis.org. 2004-06-10.
4. Batista, G.E., Prati, R .c. and Monard, M.C., 2004. A s...See More
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