A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees
Year of publication: |
2020
|
---|---|
Authors: | Golbayani, Parisa ; Florescu, Ionuţ ; Chatterjee, Rupak |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-16
|
Subject: | Classification trees | Credit rating | Machine learning models | Neural networks | Support vector machine | Neuronale Netze | Mustererkennung | Pattern recognition | Kreditwürdigkeit | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Prognoseverfahren | Forecasting model | Klassifikation | Classification | Entscheidungsbaum | Decision tree |
-
Zurada, Jozef, (2013)
-
Krishankumar, R., (2018)
-
Machine learning applications in activity-travel behaviour research : a review
Koushik, Anil, (2020)
- More ...
-
Pricing Bermudan variance swaptions using multinomial trees
Zhao, Honglei, (2019)
-
Pricing variance, gamma, and corridor swaps using multinomial trees
Zhao, Honglei, (2017)
-
Handbook of high-frequency trading and modeling in finance
Florescu, Ionuţ, (2016)
- More ...