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  Advances and Applications in Statistics  
 ISSN: 0972-3617
 
 
 

     Advances and Applications in Statistics
    Volume 10, Issue 1, Pages 41 - 53 (October 2008)


ON DYNAMIC COMBINED CREDIT EVALUATION AND ERROR ESTIMATION TO THE ETF’S SERVICE AGENTS

Ren Jiafu (P. R. China), Zhou Zongfang (P. R. China) and Chen Lin (P. R. China)

Received March 31, 2008

References:



[1] J. B. Caouettee, E. I. Altman and P. Narayanan, Managing Credit Risk: The Next Great Financial Challenge, John Wiley & Sons, 1998.

[2] Alastair Graham, Corporate Credit Analysis, Glenlake Publishing Company Limited, 2000.

[3] G. Q. Liu, Z. F. Zhou and Y. Shi, A multi-dimensional forward selection method for firm’s credit sale, Comput. Math. Appl. 54 (2007), 1228-1233.

[4] X. W. Tang, Z. F. Zhou and Y. Shi, The errors bounds of combined forecasting, J. Math. Comput. Model. 36 (2002), 997-1005.

[5] X. W. Tang, Z. F. Zhou and Y. Shi, The research of variable weights in combined forecasting, J. Comput. Math. Appl. 45 (2003), 723-730.

[6] Z. F. Zhou, L. Chen and X. W. Tang, The research on space frame of multidimensional dynamic credit evaluation, Sys. Eng. Theo. Practice 4 (2007), 1-8 (in Chinese).

[7] Z. F. Zhou and Y. Shi, An linear programming approach to combined forecasting, Internat. J. Math. Comput. Model. 29 (1999), 97-103.

[8] Z. F. Zhou and X. W. Tang, The research of continued variable weights combined forecasting, J. Sys. Sci. Inform. 3 (2003), 235-242.

[9] Z. F. Zhou and X. W. Tang, The ordering relation and dominance structure of indexes space for credit, Sys. Eng. Theo. Practice 11 (2004), 9-15 (in Chinese).

[10] Z. F. Zhou, X. W. Tang and Y. J. Lu, The variable weights on combined forecasting, Proceedings of 2002 International Conference on Management Science and Engineering, Moscow, October 2002, pp. 543-546.

[11] Z. Zhou, T. Mou and Y. Shi, The mathematical structure of credit evaluation, Far East J. Appl. Math. 20(1) (2005), 113-119.

[12] Z. F. Zhou, X. W. Tang and Y. Shi, Estimate errors on credit evaluation of commerce banks, Lecture Notes in Computer Science 3227 (2005), pp. 229-233.

Keywords and phrases: credit, the ETF, service agents, dynamic combined evaluation, error estimation.

 


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