IEEE - Institute of Electrical and Electronics Engineers, Inc. - Predictive modeling of corporate credit ratings using a semi-supervised random forest regression

2016 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM)

Author(s): Fumiaki Saitoh
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2016
Conference Location: Bali, Indonesia
Conference Date: 4 December 2016
Page(s): 429 - 433
ISBN (Electronic): 978-1-5090-3665-3
ISBN (USB): 978-1-5090-3664-6
ISSN (Electronic): 2157-362X
DOI: 10.1109/IEEM.2016.7797911
Regular:

A company's ability to fulfill its obligations is evaluated as its credit rating by rating agencies. In recent years, learning models including a neural network and support vector machine have... View More

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