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- Title
Financial Applications of a Tabu Search Variable Selection Model.
- Authors
Drezner, Zvi; Marcoulides, George A.; Stohs, Mark Hoven
- Abstract
Focuses on the application of the Tabu search variable selection model within finance when the researcher must select a subset from among the whole set of explanatory variables under consideration. Literature on bankruptcy prediction and mortgage scoring models; Characteristics of the Tabu search variable selection procedure; Comparison of the Tabu search procedure with stepwise selection and the maximum R² improvement.
- Subjects
MATHEMATICAL models; MATHEMATICAL models of finance
- Publication
Journal of Applied Mathematics & Decision Sciences, 2001, Vol 5, Issue 4, p215
- ISSN
1173-9126
- Publication type
Article
- DOI
10.1155/S1173912601000165