An empirical evaluation of the performance of binary classifiers in the prediction of credit ratings changes
Year of publication: |
July 2015
|
---|---|
Authors: | Jones, Stewart ; Johnstone, David ; Wilson, Roy |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 56.2015, p. 72-85
|
Subject: | Credit ratings changes | Prediction | Binary classifiers | Statistical learning | Kreditwürdigkeit | Credit rating | Prognoseverfahren | Forecasting model |
-
Predicting corporate bankruptcy : an evaluation of alternative statistical frameworks
Jones, Stewart, (2017)
-
Khemakhem, Sihem, (2015)
-
Naresh Kumar, M., (2015)
- More ...
-
Predicting corporate bankruptcy : an evaluation of alternative statistical frameworks
Jones, Stewart, (2017)
-
Analyst recommendations, earnings forecasts and corporate bankruptcy : recent evidence
Jones, Stewart, (2012)
-
Scoring probability forecasts by a user's bets against a market consensus
Johnstone, David, (2021)
- More ...