Accession Number : AD0666809

Title :   CLASSIFICATION AND DISCRIMINATION IN THE ANALYSIS OF CREDIT RISKS: I.

Descriptive Note : Research rept.,

Corporate Author : CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP

Personal Author(s) : Majone,Giandomenico

Report Date : FEB 1968

Pagination or Media Count : 21

Abstract : Clustering and classification techniques are introduced for the categorization of credit risks. A metric distance for qualitative characteristics is defined. Some shortcomings of clustering by maximum correlation are discussed. Connections between cluster analysis and algorithms of graph theory and of mathematical programming will be considered in a forthcoming supplement to this report. A second report will deal with discrimination of risk categories. (Author)

Descriptors :   (*MONEY, MANAGEMENT PLANNING AND CONTROL), (*MANAGEMENT PLANNING AND CONTROL, *MATHEMATICAL ANALYSIS), PROBABILITY, CORRELATION TECHNIQUES, ALGORITHMS, MATHEMATICAL MODELS, CLASSIFICATION, GROUP DYNAMICS, SAMPLING

Subject Categories : Economics and Cost Analysis

Distribution Statement : APPROVED FOR PUBLIC RELEASE