A note comparing support vector machines and ordered choice models’ predictions of international banks’ ratings-Reference-Cited by-同舟云学术

A note comparing support vector machines and ordered choice models’ predictions of international banks’ ratings

Published:2011-06 Issue:3 Volume:51 Page:682-687
ISSN:0167-9236
Container-title:Decision Support Systems
language:en
Short-container-title:Decision Support Systems

Author:

Bellotti Tony,Matousek Roman,Stewart Chris

Publisher

Elsevier BV

Subject

Information Systems and Management,Arts and Humanities (miscellaneous),Developmental and Educational Psychology,Information Systems,Management Information Systems

Reference39 articles.

1. Statistical bond rating classification using financial and accounting data;Altman,1976

2. Credit risk measurement: developments over the last 20years;Altman;Journal of Banking and Finance,1997

3. An analysis and critique of the BIS proposal on capital adequacy and ratings;Altman;Journal of Banking & Finance,2001

4. Are Credit Ratings Procyclical?;Amato;Journal of Banking and Finance,2004

5. How Consistent are Credit Ratings? A Geographical and Sectoral Analysis of Default Risk;Ammer,2000

Cited by 35 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A new ordinal mixed-data sampling model with an application to corporate credit rating levels;European Journal of Operational Research;2024-05

2. Machine Learning Model to Evaluate the Credit Limit for Commercial Customers;2024

3. A Review of Data Mining, Big Data Analytics and Machine Learning Approaches;Journal of Computing and Natural Science;2023-10-05

4. Operational research and artificial intelligence methods in banking;European Journal of Operational Research;2023-04

5. Predicting Sovereign Credit Ratings Using Machine Learning Algorithms;Lecture Notes in Management and Industrial Engineering;2023