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A study of Taiwan's issuer credit rating systems using support vector machines
9 references·16 citing·39 second hop
A study of Taiwan's issuer credit rating systems using support vector machines (2005)A study of Taiwan's issuer credit rating …Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Benchmarking state-of-the-art…Bankruptcy prediction for credit risk using neural networks: A survey and new results (2001)Bankruptcy prediction for cre…Application of support vector machines in financial time series forecasting (2001)Application of support vector…Bond rating: a nonconservative application of neural networks (1988)Bond rating: a nonconservativ…Bond rating: A non-conservative application of neural networks (1988)Bond rating: A non-conservati…CLASSIFICATION MODELS AND BOND RATINGS (1985)CLASSIFICATION MODELS AND BON…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…DEEP LEARNING FOR STOCK MARKET TRADING: A SUPERIOR TRADING STRATEGY? (2019)DEEP LEARNING FOR STOCK MARKE…A novel corporate credit rating system based on Student’s-t hidden Markov models (2016)A novel corporate credit rati…CAMELS-based Determinants for the Credit Rating of Turkish Deposit Banks (2015)CAMELS-based Determinants for…Two-stage credit rating prediction using machine learning techniques (2014)Two-stage credit rating predi…Forecasting bank credit ratings (2014)Forecasting bank credit ratin…Empirical research on corporate credit-ratings: A literature review (2013)Empirical research on corpora…A novel time-series model based on empirical mode decomposition for forecasting TAIEX (2013)A novel time-series model bas…Hybrid models based on rough set classifiers for setting credit rating decision rules in the global banking industry (2012)Hybrid models based on rough …Relevance vector machine based infinite decision agent ensemble learning for credit risk analysis (2011)Relevance vector machine base…Effective recognition of control chart patterns in autocorrelated data using a support vector machine based approach (2011)Effective recognition of cont…Credit Risk Evaluation Model Development Using Support Vector Based Classifiers (2011)Credit Risk Evaluation Model …Financial Crises and Bank Failures: A Review of Prediction Methods (2009)Financial Crises and Bank Fai…Handbook on Information Technology in Finance (2008)Handbook on Information Techn…A support vector machine model for contractor prequalification (2008)A support vector machine mode…Predicting financial activity with evolutionary fuzzy case-based reasoning (2007)Predicting financial activity…Credit Risk Evaluation Using Support Vector Machine with Mixture of Kernel (2007)Credit Risk Evaluation Using …What's in a Bond Rating (1969)A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks (1995)COST ESTIMATION PREDICTIVE MODELING: REGRESSION VERSUS NEURAL NETWORK (1997)Forecasting exchange rates using general regression neural networks (2000)Neural network credit scoring models (2000)Credit scoring with a data mining approach based on support vector machines (2006)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)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A hybrid fuzzy time series model based on ANFIS and integrated nonlinear feature selection method for forecasting stock (2016)Financial Time Series Forecasting Using Empirical Mode Decomposition and Support Vector Regression (2018)A new hybrid financial time series prediction model (2020)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)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)Using neural network ensembles for bankruptcy prediction and credit scoring (2007)A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010)CREDIT SCORING, STATISTICAL TECHNIQUES AND EVALUATION CRITERIA: A REVIEW OF THE LITERATURE (2011)Support vector machine with adaptive parameters in financial time series forecasting (2003)Forecasting stock market movement direction with support vector machine (2004)Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey (2009)Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of Sovereign Credit Ratings (2007)Does Corporate Social Responsibility (CSR) Improve Credit Ratings? Evidence from Geographic Identification (2013)The Experimental Design of Classification Models: An Application of Recursive Partitioning and Bootstrapping to Commercial Bank Loan Classifications (1984)Rating Agency Adjustments to GAAP Financial Statements and Their Effect on Ratings and Credit Spreads (2014)An artificial neural network-GARCH model for international stock return volatility (1997)
this work references cited by second hop

References

  • 2001Application of support vector machines in financial time series forecasting1,270 cited
  • 2003Benchmarking state-of-the-art classification algorithms for credit scoring903 cited
  • 2001Bankruptcy prediction for credit risk using neural networks: A survey and new results696 cited
  • 1973A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS413 cited
  • 1966The Determination of Long-Term Credit Standing with Financial Ratios407 cited
  • 1988Bond rating: A non-conservative application of neural networks268 cited
  • 1988Bond rating: a nonconservative application of neural networks213 cited
  • 1970An Alternative Approach to Predicting Corporate Bond Ratings203 cited
  • 1985CLASSIFICATION MODELS AND BOND RATINGS193 cited

Cited by

  • 2013A novel time-series model based on empirical mode decomposition for forecasting TAIEX94 cited
  • 2008A support vector machine model for contractor prequalification83 cited
  • 2012Hybrid models based on rough set classifiers for setting credit rating decision rules in the global banking industry79 cited
  • 2007Predicting financial activity with evolutionary fuzzy case-based reasoning78 cited
  • 2015CAMELS-based Determinants for the Credit Rating of Turkish Deposit Banks68 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2011Effective recognition of control chart patterns in autocorrelated data using a support vector machine based approach60 cited
  • 2016A novel corporate credit rating system based on Student’s-t hidden Markov models59 cited
  • 2009Financial Crises and Bank Failures: A Review of Prediction Methods54 cited
  • 2008Handbook on Information Technology in Finance53 cited
  • 2011Credit Risk Evaluation Model Development Using Support Vector Based Classifiers51 cited
  • 2014Forecasting bank credit ratings35 cited
  • 2019DEEP LEARNING FOR STOCK MARKET TRADING: A SUPERIOR TRADING STRATEGY?33 cited
  • 2013Empirical research on corporate credit-ratings: A literature review29 cited
  • 2014Two-stage credit rating prediction using machine learning techniques27 cited
  • 2011Relevance vector machine based infinite decision agent ensemble learning for credit risk analysis19 cited
  • 2007Credit Risk Evaluation Using Support Vector Machine with Mixture of Kernel19 cited