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Bond rating: a nonconservative application of neural networks
3 references·16 citing·49 second hop
Bond rating: a nonconservative application of neural networks (1988)Bond rating: a nonconservative applicatio…A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS (1973)A MULTIVARIATE ANALYSIS OF IN…What's in a Bond Rating (1969)What's in a Bond RatingThe Determination of Long-Term Credit Standing with Financial Ratios (1966)The Determination of Long-Ter…Comparing the learning effectiveness of BP, ELM, I-ELM, and SVM for corporate credit ratings (2013)Comparing the learning effect…A hybrid KMV model, random forests and rough set theory approach for credit rating (2012)A hybrid KMV model, random fo…Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul Stock Exchange (2008)Improving forecasts of GARCH …Nonlinear neural network forecasting model for stock index option price: Hybrid GJR–GARCH approach (2007)Nonlinear neural network fore…Modelling sovereign credit ratings: Neural networks versus ordered probit (2005)Modelling sovereign credit ra…A study of Taiwan's issuer credit rating systems using support vector machines (2005)A study of Taiwan's issuer cr…Predicting stock price performance: a neural network approach (2002)Predicting stock price perfor…An Analysis of the Applications of Neural Networks in Finance (2001)An Analysis of the Applicatio…Forecasting exchange rates using general regression neural networks (2000)Forecasting exchange rates us…COST ESTIMATION PREDICTIVE MODELING: REGRESSION VERSUS NEURAL NETWORK (1997)COST ESTIMATION PREDICTIVE MO…Neural network forecasting of quarterly accounting earnings (1996)Neural network forecasting of…Predicting Corporate Failure Using a Neural Network Approach (1995)Predicting Corporate Failure …A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks (1995)A Model-Selection Approach to…Estimating Construction Productivity: Neural‐Network‐Based Approach (1994)Estimating Construction Produ…Comparing the predictive performance of a neural network model with some traditional market response models (1994)Comparing the predictive perf…A neural network model for estimating option prices (1993)A neural network model for es…Economic prediction using neural networks: the case of IBM daily stock returns (1988)Stock market prediction system with modular neural networks (1990)Proceedings of the International Joint Conference on Neural Networks, 2003. 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this work references cited by second hop

References

  • 1973A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS413 cited
  • 1966The Determination of Long-Term Credit Standing with Financial Ratios407 cited
  • 1969What's in a Bond Rating218 cited

Cited by

  • 1995A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks238 cited
  • 2000Forecasting exchange rates using general regression neural networks230 cited
  • 1997COST ESTIMATION PREDICTIVE MODELING: REGRESSION VERSUS NEURAL NETWORK219 cited
  • 2002Predicting stock price performance: a neural network approach182 cited
  • 2008Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul Stock Exchange168 cited
  • 2007Nonlinear neural network forecasting model for stock index option price: Hybrid GJR–GARCH approach141 cited
  • 1993A neural network model for estimating option prices136 cited
  • 2013Comparing the learning effectiveness of BP, ELM, I-ELM, and SVM for corporate credit ratings132 cited
  • 1994Comparing the predictive performance of a neural network model with some traditional market response models125 cited
  • 1994Estimating Construction Productivity: Neural‐Network‐Based Approach123 cited
  • 2005Modelling sovereign credit ratings: Neural networks versus ordered probit

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114 cited
  • 2012A hybrid KMV model, random forests and rough set theory approach for credit rating111 cited
  • 2005A study of Taiwan's issuer credit rating systems using support vector machines109 cited
  • 1996Neural network forecasting of quarterly accounting earnings108 cited
  • 2001An Analysis of the Applications of Neural Networks in Finance101 cited
  • 1995Predicting Corporate Failure Using a Neural Network Approach100 cited