IEEE - Institute of Electrical and Electronics Engineers, Inc. - A Multiclass Machine Learning Approach to Credit Rating Prediction

2008 International Symposiums on Information Processing - ISIP 2008; 2008 International Pacific Workshop on Web Mining and Web-Based Application - WMWA 2008

Author(s): Yun Ye ; Shufen Liu ; Jinyu Li
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 May 2008
Conference Location: Moscow, Russia
Conference Date: 23 May 2008
Page(s): 57 - 61
ISBN (Paper): 978-0-7695-3151-9
DOI: 10.1109/ISIP.2008.37
Regular:

Corporate credit ratings are important financial indicators of investment risks. Traditional credit rating models employ classical econometrics methods with heteroscedasticity adjustments across... View More

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