메뉴 건너뛰기




Volumn 10, Issue 3, 2006, Pages 285-296

Bond rating using support vector machine

Author keywords

feature selection; multi class classification; Support vector machine (SVM)

Indexed keywords

BENCHMARKING; CLASSIFICATION (OF INFORMATION); CLASSIFIERS; DIRECTED GRAPHS; FEATURE EXTRACTION;

EID: 84855187905     PISSN: 1088467X     EISSN: 15714128     Source Type: Journal    
DOI: 10.3233/ida-2006-10307     Document Type: Article
Times cited : (28)

References (22)
  • 8
    • 0000299413 scopus 로고
    • Determinants of risk premium on corporate bonds
    • L. Fisher, Determinants of Risk Premium on Corporate Bonds, Journal of Political Economy (1959), 217-237.
    • (1959) Journal of Political Economy , pp. 217-237
    • Fisher, L.1
  • 9
    • 84944831208 scopus 로고
    • A multivariate analysis of industrial bond ratings
    • G.E. Pinches and K.A. Mingo, A Multivariate Analysis of Industrial Bond Ratings, Journal of Finance 28(1) (1973), 1-18.
    • (1973) Journal of Finance , vol.28 , Issue.1 , pp. 1-18
    • Pinches, G.E.1    Mingo, K.A.2
  • 11
    • 84987592556 scopus 로고
    • Predicting industrial bond ratings with a probit model and funds flow components
    • J.A. Gentry, D.T. Whitford and P. Newbold, Predicting Industrial Bond ratings with a probit model and funds flow components, Financial Review 23(3) (1988), 269-286.
    • (1988) Financial Review , vol.23 , Issue.3 , pp. 269-286
    • Gentry, J.A.1    Whitford, D.T.2    Newbold, P.3
  • 12
    • 0002787457 scopus 로고
    • Architecture selection strategies for neural networks applications to corporate bond ratings
    • A. Refenes, ed., John Wiley Chichester
    • J. Moody and J. Utans, Architecture Selection Strategies for Neural Networks Applications to Corporate Bond Ratings, in: Neural Networks in the Capital Markets, A. Refenes, ed., John Wiley, Chichester, 1995.
    • (1995) Neural Networks in the Capital Markets
    • Moody, J.1    Utans, J.2
  • 15
    • 84883683305 scopus 로고    scopus 로고
    • Master's thesis, Erasmus University of Rotterdam
    • R.P.G.H. Tan, Credit rating Prediction using Self Organizing Maps, Master's thesis, Erasmus University of Rotterdam, 2000, available at http://www.eur.nl/few/people/jvandenberg/masters.htm (#34).
    • (2000) Credit Rating Prediction Using Self Organizing Maps
    • Tan, R.P.G.H.1
  • 17
  • 18
    • 0027642166 scopus 로고
    • Expert systems for bond rating: A comparative analysis of statistical
    • J.W. Kim, Expert Systems for Bond Rating: A Comparative Analysis of Statistical, Rule-Based and Neural Network Systems, Expert Systems 10 (1993), 167-171.
    • (1993) Rule-Based and Neural Network Systems, Expert Systems , vol.10 , pp. 167-171
    • Kim, J.W.1
  • 20
    • 0036505670 scopus 로고    scopus 로고
    • A comparison of methods for multi-class support vector machines
    • March
    • C.W. Hsu and C.-J. Lin. A comparison of methods for multi-class support vector machines, IEEE Transactions on Neural Networks 13(2) (March 2002).
    • (2002) IEEE Transactions on Neural Networks , vol.13 , pp. 2
    • Hsu, C.W.1    Lin, C.-J.2
  • 22
    • 0034848699 scopus 로고    scopus 로고
    • Dual nu-support vector machine with error rate and training size biasing
    • page to appear 2001
    • H.G. Chew, R.E. Bogner and C.C. Lim, Dual nu-support vector machine with error rate and training size biasing, ICASSP 2001, page to appear, 2001.
    • (2001) ICASSP
    • Chew, H.G.1    Bogner, R.E.2    Lim, C.C.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.