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ArticleA hybrid KMV model, random forests and rough set theory approach for credit rating

Ching-Chiang Yeh2012

Article2012

A hybrid KMV model, random forests and rough set theory approach for credit rating

Ching-Chiang Yeh · Fengyi Lin · Chih‐Yu Hsu

111 citations·0/0 files stored·Knowledge-Based Systems

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Financial Distress and Bankruptcy Prediction Credit Risk and Financial Regulations Rough Sets and Fuzzy Logic

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References

1973The Pricing of Options and Corporate Liabilities 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2004Default Risk in Equity Returns 2004Assessing the Probability of Bankruptcy 2003Credit rating analysis with support vector machines and neural networks: a market comparative study 1979Statistical Models of Bond Ratings: A Methodological Inquiry 1999Business failure prediction using rough sets 1966The Determination of Long-Term Credit Standing with Financial Ratios

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2018A multicriteria outranking approach for modeling corporate credit ratings: An application of the Electre Tri-nC method 2015Efficiency drivers in Brazilian insurance: A two-stage DEA meta frontier-data mining approach 2017Bankruptcy prediction using Partial Least Squares Logistic Regression 2020The application of PROMETHEE multi-criteria decision aid in financial decision making: Case of distress prediction models evaluation 2020Leveraging random forest in micro‐enterprises credit risk modelling for accuracy and interpretability

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2011The Detection and Dynamics of Financial Distress*article · 8 shared references 2014Who Uses Financial Reports and for What Purpose? Evidence from Capital Providersarticle · 7 shared references 2013The use of information by capital providers : academic literature reviewbook · 7 shared references 2020A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision treesarticle · 6 shared references 2011Asymmetric benchmarking in bank credit ratingarticle · 6 shared references 2020The application of PROMETHEE multi-criteria decision aid in financial decision making: Case of distress prediction models evaluationarticle · 6 shared references

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Year2012

Typearticle

Published2012-04-12

VenueKnowledge-Based Systems

ISSN-L0950-7051

Languageen

Citations111

Files0 public / 0

ShelfFinancial Distress and Bankruptcy Prediction

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doi10.1016/j.knosys.2012.04.004

openalex_workW2072875480

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2012Hybrid models based on rough set classifiers for setting credit rating decision rules in the global banking industry

2019Computational approaches and data analytics in financial services: A literature review

2013Balancing accuracy, complexity and interpretability in consumer credit decision making: A C-TOPSIS classification approach