Modelling sovereign credit ratings: Neural networks versus ordered probit

Expert Systems with Applications

Volumn 30, Issue 3, 2006, Pages 415-425

  Bennell, Julia A ^a   Crabbe, David ^a   Thomas, Stephen ^a   Gwilym, Owain Ap ^b  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

^b ABERYSTWYTH UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CALIBRATION; ECONOMIC AND SOCIAL EFFECTS; FINANCE; REGULATORY COMPLIANCE; SOCIETIES AND INSTITUTIONS;

CLASSIFICATION PROBLEMS; PROBIT MODELING; SOVEREIGN CREDIT RATINGS; THEORETICAL MODEL;

NEURAL NETWORKS;

EID: 30944444599     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2005.10.002     Document Type: Article

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