Credit rating analysis with support vector machines and neural networks: A market comparative study

Decision Support Systems

Volumn 37, Issue 4, 2004, Pages 543-558

  Huang, Zan ^a   Chen, Hsinchun ^a   Hsu, Chia Jung ^a   Chen, Wun Hwa ^b   Wu, Soushan ^c  

^a UNIVERSITY OF ARIZONA   (United States)

^b NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^c CHANG GUNG UNIVERSITY   (Taiwan)

Author keywords

Backpropagation neural networks; Bond rating prediction; Credit rating analysis; Cross market analysis; Data mining; Input variable contribution analysis; Support vector machines

Indexed keywords

ARTIFICIAL INTELLIGENCE; BACKPROPAGATION; BENCHMARKING; DATA MINING; FINANCIAL DATA PROCESSING; MATHEMATICAL MODELS; NEURAL NETWORKS; RISK ASSESSMENT; STATISTICAL METHODS;

BACKPROPOGATION NEURAL NETWORKS; BOND RATING PREDICTION; CREDIT RATING ANALYSIS; CROSS-MARKET ANALYSIS; INPUT VARIABLE CONTRIBUTION ANALYSIS; SUPPORT VECTOR MACHINES;

STANDARDS;

EID: 2442665617     PISSN: 01679236     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9236(03)00086-1     Document Type: Article

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