Many factors innuence the performance of a learned classiier. In this paper we study diier-ent methods of measuring performance based on a uniied set of cost models and the eeects of training class distribution with respect to these models. Observations from these eeects help us devise a distributed multi-classiier meta-learning approach to learn in domains with skewed class distributions, non-...

The interaction between credit frictions, financial innovation, and a switch from optimistic to pessimistic beliefs is thought to have played a central role in the 2008 financial crisis. This paper uses a quantitative general equilibrium framework in which this interaction drives the financial amplification mechanism to study macro-prudential policy. Financial innovation enhances the ability of...

Multiple criteria linear programming and multiple criteria quadratic programming classification models have been applied in some field in financial risk analysis and credit risk control such as credit cardholders’ behavior analysis. In this paper, we proposed a Fuzzy linear programming classification method with soft constraints and criteria based on the previous findings from other researchers...

Danish mortgage credit institutes deal with highly variable and knowledgeintensive processes. At the same time these processes are required to be strictly conformant to current regulations and laws. In addition different divisions of the business are interested in different views on the same process: whereas the IT department implementing the processes would like a complete view that shows the ...

We test the hypothesis whether gradual privatization with a soft credit constraint to enterprises with state ownership (ESOs) implies slow restructuring. The transition economics literature does not study restructuring and financial constraints to investment jointly. We provide such an analysis using a panel of Latvian firms in the years 1993-1997. We find that firms have been downsizing their ...

Many factors innuence a learning process and the performance of a learned classiier. In this paper we investigate the eeects of class distribution in the training set on performance. We also study diierent methods of measuring performance based on cost models and the performance eeects of training class distribution with respect to the diierent cost models. Observations from these eeects help u...

Many factors innuence a learning process and the performance of a learned classiier. In this paper we investigate the performance eeects of class distribution in the training set. We also study diierent methods of measuring performance based on cost models and the performance eeects of training class distribution with respect to the diierent cost models. Observations from these eeects help us d...

We present techniques used in the implementation of an efficient constraint program for the portfolio optimization (PO) problem. This important combinatorial problem in the credit derivatives market arises for example when constructing synthetic collateralized debt obligations (CDOs) squared. A close relationship with the balanced incomplete block design (BIBD) problem exists which we make use ...

Permission to make digital or hard copies of part or all of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for proot or direct commercial advantage and that copies show this notice on the rst page or initial screen of a display along with the full citation. Copyrights for components of this work owned by others than ACM must be ho...

This paper considers a developing nation that faces a foreign exchange shortage and hence its demand for foreign goods is limited both by its income and its foreign exchange balance. Availability of international credit relaxes the second constraint. We develop a simple model of strategic interaction between lending institutions and firms, and show that the availability of international credit ...