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A note comparing support vector machines and ordered choice models’ predictions of international banks’ ratings
16 references·4 citing·47 second hop
A note comparing support vector machines and ordered choice models’ predictions of international banks’ ratings (2011)A note comparing support vector machines …The economic function of credit rating agencies – What does the watchlist tell us? 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(2004)Are credit ratings procyclica…Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Credit rating analysis with s…Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Benchmarking state-of-the-art…Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Rating Banks: Risk and Uncert…Modelling UK inflation, 1875–1991 (2001)Modelling UK inflation, 1875–…Credit risk measurement: Developments over the last 20 years (1997)Credit risk measurement: Deve…A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS (1973)A MULTIVARIATE ANALYSIS OF IN…An Alternative Approach to Predicting Corporate Bond Ratings (1970)An Alternative Approach to Pr…The Determination of Long-Term Credit Standing with Financial Ratios (1966)The Determination of Long-Ter…A Review of Data Mining, Big Data Analytics and Machine Learning Approaches (2023)A Review of Data Mining, Big …Performance contributors of bus rapid transit systems: An ordered choice approach (2020)Performance contributors of b…Linear versus nonlinear dimensionality reduction for banks’ credit rating prediction (2013)Linear versus nonlinear dimen…Credit Rating Change Modeling Using News and Financial Ratios (2012)Credit Rating Change Modeling…Neural network credit scoring models (2000)The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients (2008)A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)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)Financial Ratios As Predictors of Failure (1966)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Credit scoring models for the microfinance industry using neural networks: Evidence from Peru (2012)Global stock market investment strategies based on financial network indicators using machine learning techniques (2018)Machine Learning for Financial Risk Management: A Survey (2020)A Discriminant Analysis of Predictors of Business Failure (1972)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)Consumer credit-risk models via machine-learning algorithms (2010)Credit scoring with a data mining approach based on support vector machines (2006)Machine Learning in Financial Crisis Prediction: A Survey (2011)An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data (2012)Credit scoring using the clustered support vector machine (2014)Fuzzy sets (1965)Measuring the efficiency of decision making units (1978)Fuzzy sets (1996)Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey (2009)Using artificial neural network models in stock market index prediction (2011)Financial Distress Prediction in an International Context: A Review and Empirical Analysis of Altman's Z‐ Score Model (2016)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)Risk measurement when shares are subject to infrequent trading (1979)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Towards a Macroprudential Framework for Financial Supervision and Regulation? 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References

  • 2002Rating Banks: Risk and Uncertainty in an Opaque Industry1,244 cited
  • 2006Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review1,068 cited
  • 2003Credit rating analysis with support vector machines and neural networks: a market comparative study1,017 cited
  • 2003Benchmarking state-of-the-art classification algorithms for credit scoring903 cited
  • 1997Credit risk measurement: Developments over the last 20 years806 cited
  • 1973A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS413 cited
  • 1966The Determination of Long-Term Credit Standing with Financial Ratios407 cited
  • 2004Are credit ratings procyclical?402 cited
  • 2008Support vector machines for credit scoring and discovery of significant features336 cited
  • 2009Support vector machines for default prediction of SMEs based on technology credit221 cited
  • 2006Application of support vector machines to corporate credit rating prediction205 cited
  • 1970An Alternative Approach to Predicting Corporate Bond Ratings203 cited
  • 2005Bayesian kernel based classification for financial distress detection177 cited
  • 2006Testing for Opaqueness in the European Banking Industry: Evidence from Bond Credit Ratings173 cited
  • 2010

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The economic function of credit rating agencies – What does the watchlist tell us?
170 cited
  • 2001Modelling UK inflation, 1875–1991155 cited
  • Cited by

    • 2013Linear versus nonlinear dimensionality reduction for banks’ credit rating prediction40 cited
    • 2012Credit Rating Change Modeling Using News and Financial Ratios25 cited
    • 2020Performance contributors of bus rapid transit systems: An ordered choice approach11 cited
    • 2023A Review of Data Mining, Big Data Analytics and Machine Learning Approaches10 cited