A corporate credit rating model using multi-class support vector machines with an ordinal pairwise partitioning approach

Computers and Operations Research

Volumn 39, Issue 8, 2012, Pages 1800-1811

  Kim, Kyoung Jae ^a   Ahn, Hyunchul ^b  

^a Dongguk University   (South Korea)

^b Kookmin University   (South Korea)

Author keywords

Corporate credit rating; Multi class classification; Ordinal pairwise partitioning; Support vector machines

Indexed keywords

AI TECHNIQUES; BINARY CLASSIFICATION; BOND RATINGS; CBR; COMPUTATIONAL RESOURCES; CREDIT RATINGS; MACHINE-LEARNING; MULTI-CLASS CLASSIFICATION; MULTI-CLASS SUPPORT VECTOR MACHINES; ORDINAL PAIRWISE PARTITIONING; SUPPORT VECTOR;

ARTIFICIAL INTELLIGENCE; CLASSIFIERS; SUPPORT VECTOR MACHINES; VECTORS;

RATING;

EID: 84855202615     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cor.2011.06.023     Document Type: Article

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