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Bond rating using support vector machine
5 references·3 citing·33 second hop
Bond rating using support vector machine (2006)Bond rating using support vector machinePredicting Bond Ratings Using Neural Networks: A Comparison with Logistic Regression (1997)Predicting Bond Ratings Using…Ordinal Pairwise Partitioning (OPP) Approach to Neural Networks Training in Bond rating (1997)Ordinal Pairwise Partitioning…PREDICTING INDUSTRIAL BOND RATINGS WITH A PROBIT MODEL AND FUNDS FLOW COMPONENTS (1988)PREDICTING INDUSTRIAL BOND RA…CLASSIFICATION MODELS AND BOND RATINGS (1985)CLASSIFICATION MODELS AND BON…A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS (1973)A MULTIVARIATE ANALYSIS OF IN…The predictive accuracy of Sukuk ratings; Multinomial Logistic and Neural Network inferences (2015)The predictive accuracy of Su…Empirical research on corporate credit-ratings: A literature review (2013)Empirical research on corpora…Improving option price forecasts with neural networks and support vector regressions (2009)Improving option price foreca…The Determination of Long-Term Credit Standing with Financial Ratios (1966)Classifying Bankrupt Firms with Funds Flow Components (1985)Comparison on neural networks and support vector machines in suppliers' selection (2008)Predicting issuer credit ratings using a semiparametric method (2009)A note comparing support vector machines and ordered choice models’ predictions of international banks’ ratings (2011)Statistical Models of Bond Ratings: A Methodological Inquiry (1979)Qualitative Response Models: A Survey (1994)Property-Liability Insurer Financial Strength Ratings: Differences across Rating Agencies (1999)Are unsolicited credit ratings biased downward? (2003)Do rating agencies cater? Evidence from rating-based contracts (2014)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A real time clustering and SVM based price-volatility prediction for optimal trading strategy (2013)A Data-Driven Fuzzy Information Granulation Approach for Freight Volume Forecasting (2016)A Novel Hybrid Model for Stock Price Forecasting Based on Metaheuristics and Support Vector Machine (2019)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Applied factor analysis (1970)An Empirical Analysis of Useful Financial Ratios (1981)The Analysis and Use of Financial Ratios: A Review Article (1987)Handbook of social psychology (2004)Policy Uncertainty and Corporate Credit Spreads (2017)Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets (2017)Identifying the determinants of Malaysian corporateSukukrating (2018)Developing financial disclosure quality in sukuk and bond market: Evidence from Indonesia, Malaysia, and Australia (2019)Judgment under Uncertainty: Heuristics and Biases (1975)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Survey of Corporate Governance (1997)Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample (2016)Predicting bond ratings using publicly available information (2005)Credit rating modelling by kernel-based approaches with supervised and semi-supervised learning (2010)
this work references cited by second hop

References

  • 1973A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS413 cited
  • 1985CLASSIFICATION MODELS AND BOND RATINGS193 cited
  • 1997Predicting Bond Ratings Using Neural Networks: A Comparison with Logistic Regression71 cited
  • 1997Ordinal Pairwise Partitioning (OPP) Approach to Neural Networks Training in Bond rating67 cited
  • 1988PREDICTING INDUSTRIAL BOND RATINGS WITH A PROBIT MODEL AND FUNDS FLOW COMPONENTS63 cited

Cited by

  • 2009Improving option price forecasts with neural networks and support vector regressions78 cited
  • 2015The predictive accuracy of Sukuk ratings; Multinomial Logistic and Neural Network inferences54 cited
  • 2013Empirical research on corporate credit-ratings: A literature review29 cited

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