-
1
-
-
84902674097
-
-
House of Lords House of Lords papers, Stationery Office, 2011, Great Britain Parliament. European Union Committee
-
House of Lords, Sovereign credit ratings: shooting the messenger? 21st report of session 2010-12, report, House of Lords papers, Stationery Office, 2011, Great Britain Parliament. European Union Committee.
-
Sovereign Credit Ratings: Shooting the Messenger? 21st Report of Session 2010-12, Report
-
-
-
2
-
-
13644279377
-
An analysis of the determinants of sovereign ratings
-
DOI 10.1016/j.gfj.2004.03.004, PII S1044028304000705
-
E. Bissoondoyal-Bheenick An analysis of the determinants of sovereign ratings Glob. Financ. J. 15 3 2005 251 280 (Pubitemid 40233556)
-
(2005)
Global Finance Journal
, vol.15
, Issue.3 SPEC. ISS.
, pp. 251-280
-
-
Bissoondoyal-Bheenick, E.1
-
5
-
-
84890253684
-
Toward a bottom-up approach to assessing sovereign default risk
-
E.I. Altman, and H.A. Rijken Toward a bottom-up approach to assessing sovereign default risk J. Appl. Corp. Financ. 23 1 2011 20 31
-
(2011)
J. Appl. Corp. Financ.
, vol.23
, Issue.1
, pp. 20-31
-
-
Altman, E.I.1
Rijken, H.A.2
-
6
-
-
77950022773
-
Variations in sovereign credit quality assessments across rating agencies
-
P. Hill, R. Brooks, and R. Faff Variations in sovereign credit quality assessments across rating agencies J. Bank. Financ. 34 6 2010 1327 1343
-
(2010)
J. Bank. Financ.
, vol.34
, Issue.6
, pp. 1327-1343
-
-
Hill, P.1
Brooks, R.2
Faff, R.3
-
7
-
-
0002481622
-
Determinants and impact of sovereign credit ratings
-
R.M. Cantor, and F. Packer Determinants and impact of sovereign credit ratings Econ. Polic. Rev. 2 2 1996 37 53
-
(1996)
Econ. Polic. Rev.
, vol.2
, Issue.2
, pp. 37-53
-
-
Cantor, R.M.1
Packer, F.2
-
8
-
-
77950922120
-
Split sovereign ratings and rating migrations in emerging economies
-
R. Al-Sakka, and O. ap Gwilym Split sovereign ratings and rating migrations in emerging economies Emerg. Mark. Rev. 11 2 2010 79 97
-
(2010)
Emerg. Mark. Rev.
, vol.11
, Issue.2
, pp. 79-97
-
-
Al-Sakka, R.1
Ap Gwilym, O.2
-
9
-
-
33846314346
-
Bankruptcy prediction in banks and firms via statistical and intelligent techniques - A review
-
DOI 10.1016/j.ejor.2006.08.043, PII S0377221706008769
-
P. Ravi Kumar, and V. Ravi Bankruptcy prediction in banks and firms via statistical and intelligent techniques - a review Eur. J. Oper. Res. 180 1 2007 1 28 (Pubitemid 46123864)
-
(2007)
European Journal of Operational Research
, vol.180
, Issue.1
, pp. 1-28
-
-
Ravi Kumar, P.1
Ravi, V.2
-
10
-
-
77951880059
-
Hybrid and ensemble-based soft computing techniques in bankruptcy prediction: A survey
-
A. Verikas, Z. Kalsyte, M. Bacauskiene, and A. Gelzinis Hybrid and ensemble-based soft computing techniques in bankruptcy prediction: a survey Soft Comput. 14 9 2010 995 1010
-
(2010)
Soft Comput.
, vol.14
, Issue.9
, pp. 995-1010
-
-
Verikas, A.1
Kalsyte, Z.2
Bacauskiene, M.3
Gelzinis, A.4
-
11
-
-
84862562690
-
Machine learning in financial crisis prediction: A survey
-
W.-Y. Lin Hu, Y.-H. Hu Tsai, and C.-F. Tsai Machine learning in financial crisis prediction: a survey IEEE Trans. Syst., Man, Cybern., C Appl. Rev. 42 4 2011 421 436
-
(2011)
IEEE Trans. Syst., Man, Cybern., C Appl. Rev.
, vol.42
, Issue.4
, pp. 421-436
-
-
Lin Hu, W.-Y.1
Hu Tsai, Y.-H.2
Tsai, C.-F.3
-
12
-
-
78751639426
-
An empirical study of classification algorithm evaluation for financial risk prediction
-
Y. Peng, G. Wang, G. Kou, and Y. Shi An empirical study of classification algorithm evaluation for financial risk prediction Appl. Soft Comput. 11 2 2011 2906 2915
-
(2011)
Appl. Soft Comput.
, vol.11
, Issue.2
, pp. 2906-2915
-
-
Peng, Y.1
Wang, G.2
Kou, G.3
Shi, Y.4
-
13
-
-
84856733680
-
Learning partial ordinal class memberships with kernel-based proportional odds models
-
J. Verwaeren, W. Waegeman, and B. De Baets Learning partial ordinal class memberships with kernel-based proportional odds models Comput. Stat. Data Anal. 56 4 2012 928 942
-
(2012)
Comput. Stat. Data Anal.
, vol.56
, Issue.4
, pp. 928-942
-
-
Verwaeren, J.1
Waegeman, W.2
De Baets, B.3
-
15
-
-
0008371352
-
Large margin rank boundaries for ordinal regression
-
A. Smola, P. Bartlett, B. Schölkopf, D. Schuurmans, MIT Press Cambridge, MA
-
R. Herbrich, T. Graepel, and K. Obermayer Large margin rank boundaries for ordinal regression A. Smola, P. Bartlett, B. Schölkopf, D. Schuurmans, Advances in Large Margin Classifiers 2000 MIT Press Cambridge, MA 115 132
-
(2000)
Advances in Large Margin Classifiers
, pp. 115-132
-
-
Herbrich, R.1
Graepel, T.2
Obermayer, K.3
-
16
-
-
33847626350
-
Support vector ordinal regression
-
W. Chu, and S.S. Keerthi Support vector ordinal regression Neural Comput. 19 3 2007 792 815
-
(2007)
Neural Comput.
, vol.19
, Issue.3
, pp. 792-815
-
-
Chu, W.1
Keerthi, S.S.2
-
17
-
-
84948166287
-
A Simple Approach to Ordinal Classification
-
Machine Learning: ECML 2001
-
E. Frank, and M. Hall A simple approach to ordinal classification Proceedings of the 12th European Conference on Machine Learning, EMCL'01 2001 Springer-Verlag London, UK 145 156 (Pubitemid 33331065)
-
(2001)
Lecture Notes In Computer Science
, Issue.2167
, pp. 145-156
-
-
Frank, E.1
Hall, M.2
-
18
-
-
30944444599
-
Modelling sovereign credit ratings: Neural networks versus ordered probit
-
DOI 10.1016/j.eswa.2005.10.002, PII S0957417405002824, Intelligent Information Systems for Financial Engineering
-
J.A. Bennell, D. Crabbe, S. Thomas, and O. ap Gwilym Modelling sovereign credit ratings: neural networks versus ordered probit Expert Syst. Appl. 30 3 2006 415 425 (Pubitemid 43113263)
-
(2006)
Expert Systems with Applications
, vol.30
, Issue.3
, pp. 415-425
-
-
Bennell, J.A.1
Crabbe, D.2
Thomas, S.3
Gwilym, O.A.4
-
19
-
-
0001573206
-
Measurement of debt servicing capacity: An application of discriminant analysis
-
C.J. Frank, and W.R. Cline Measurement of debt servicing capacity: an application of discriminant analysis J. Int. Econ. 1 3 1971 327 344
-
(1971)
J. Int. Econ.
, vol.1
, Issue.3
, pp. 327-344
-
-
Frank, C.J.1
Cline, W.R.2
-
20
-
-
0039932935
-
Economic indicators and country risk appraisal
-
N. Sargen Economic indicators and country risk appraisal Econ. Rev. 1 1977 19 35
-
(1977)
Econ. Rev.
, vol.1
, pp. 19-35
-
-
Sargen, N.1
-
22
-
-
0000275837
-
A discriminant analysis of predictors of business failure
-
E.B. Deakin A discriminant analysis of predictors of business failure J. Account. Res. 10 1 1972 167 179
-
(1972)
J. Account. Res.
, vol.10
, Issue.1
, pp. 167-179
-
-
Deakin, E.B.1
-
23
-
-
2442665617
-
Credit rating analysis with support vector machines and neural networks: A market comparative study
-
Z. Huang, H. Chen, C.-J. Hsu, W.-H. Chen, and S. Wu Credit rating analysis with support vector machines and neural networks: a market comparative study Decis. Support Syst. 37 2004 543 558
-
(2004)
Decis. Support Syst.
, vol.37
, pp. 543-558
-
-
Huang, Z.1
Chen, H.2
Hsu, C.-J.3
Chen, W.-H.4
Wu, S.5
-
24
-
-
0036071849
-
The estimation of transition matrices for sovereign credit ratings
-
Y.-T. Hu, R. Kiesel, and W. Perraudin The estimation of transition matrices for sovereign credit ratings J. Bank. Financ. 26 7 2002 1383 1406
-
(2002)
J. Bank. Financ.
, vol.26
, Issue.7
, pp. 1383-1406
-
-
Hu, Y.-T.1
Kiesel, R.2
Perraudin, W.3
-
26
-
-
33744929153
-
Sovereign credit ratings: Guilty beyond reasonable doubt?
-
DOI 10.1016/j.jbankfin.2005.05.023, PII S0378426605001354
-
N. Mora Sovereign credit ratings: guilty beyond reasonable doubt? J. Bank. Financ. 30 7 2006 2041 2062 (Pubitemid 43842671)
-
(2006)
Journal of Banking and Finance
, vol.30
, Issue.7
, pp. 2041-2062
-
-
Mora, N.1
-
27
-
-
67650096279
-
Ordered response models for sovereign debt ratings
-
A. Afonso, P. Gomes, and P. Rother Ordered response models for sovereign debt ratings Appl. Econ. Lett. 16 8 2009 769 773
-
(2009)
Appl. Econ. Lett.
, vol.16
, Issue.8
, pp. 769-773
-
-
Afonso, A.1
Gomes, P.2
Rother, P.3
-
29
-
-
0005187287
-
Artificial neural networks versus multivariate statistics: An application from economics
-
J. Cooper Artificial neural networks versus multivariate statistics: an application from economics J. Appl. Stat. 26 8 1999 909 921
-
(1999)
J. Appl. Stat.
, vol.26
, Issue.8
, pp. 909-921
-
-
Cooper, J.1
-
30
-
-
9244223578
-
Comparison of country risk models: Hybrid neural networks, logit models, discriminant analysis and cluster techniques
-
J. Yim, and H. Mitchell Comparison of country risk models: hybrid neural networks, logit models, discriminant analysis and cluster techniques Expert Syst. Appl. 28 1 2005 137 148
-
(2005)
Expert Syst. Appl.
, vol.28
, Issue.1
, pp. 137-148
-
-
Yim, J.1
Mitchell, H.2
-
31
-
-
84855202615
-
A corporate credit rating model using multi-class support vector machines with an ordinal pairwise partitioning approach
-
K.-j. Kim, and H. Ahn A corporate credit rating model using multi-class support vector machines with an ordinal pairwise partitioning approach Comput. Oper. Res. 39 8 2012 1800 1811
-
(2012)
Comput. Oper. Res.
, vol.39
, Issue.8
, pp. 1800-1811
-
-
Kim, K.-J.1
Ahn, H.2
-
32
-
-
34249753618
-
Support-vector networks
-
C. Cortes, and V. Vapnik Support-vector networks Mach. Learn. 20 3 1995 273 297
-
(1995)
Mach. Learn.
, vol.20
, Issue.3
, pp. 273-297
-
-
Cortes, C.1
Vapnik, V.2
-
33
-
-
0032594959
-
An overview of statistical learning theory
-
V. Vapnik An overview of statistical learning theory IEEE Trans. Neural Netw. 10 5 1999 988 999
-
(1999)
IEEE Trans. Neural Netw.
, vol.10
, Issue.5
, pp. 988-999
-
-
Vapnik, V.1
-
34
-
-
0001023715
-
Application of support vector machines in financial time series forecasting
-
DOI 10.1016/S0305-0483(01)00026-3, PII S0305048301000263
-
F.E.H. Tay, and L. Cao Application of support vector machines in financial time series forecasting Omega Int. J. Manage. Sci. 29 4 2001 309 317 (Pubitemid 33628757)
-
(2001)
Omega
, vol.29
, Issue.4
, pp. 309-317
-
-
Tay, F.E.H.1
Cao, L.2
-
35
-
-
33845665258
-
Application of support vector machines to corporate credit rating prediction
-
DOI 10.1016/j.eswa.2006.04.018, PII S0957417406001205
-
Y.-C. Lee Application of support vector machines to corporate credit rating prediction Expert Syst. Appl. 33 1 2007 67 74 (Pubitemid 44959918)
-
(2007)
Expert Systems with Applications
, vol.33
, Issue.1
, pp. 67-74
-
-
Lee, Y.-C.1
-
36
-
-
77149123951
-
Credit scoring models with AUC maximization based on weighted SVM
-
L. Zhou, K.K. Lai, and J. Yen Credit scoring models with AUC maximization based on weighted SVM Int. J. Inform. Technol. Decis. Mak. 8 04 2009 677 696
-
(2009)
Int. J. Inform. Technol. Decis. Mak.
, vol.8
, Issue.4
, pp. 677-696
-
-
Zhou, L.1
Lai, K.K.2
Yen, J.3
-
37
-
-
77149166313
-
A modified least squares support vector machine classifier with application to credit risk analysis
-
L. Yu, S. Wang, and J. Cao A modified least squares support vector machine classifier with application to credit risk analysis Int. J. Inform. Technol. Decis. Mak. 08 04 2009 697 710
-
(2009)
Int. J. Inform. Technol. Decis. Mak.
, vol.8
, Issue.4
, pp. 697-710
-
-
Yu, L.1
Wang, S.2
Cao, J.3
-
38
-
-
78751647118
-
Fuzzy support vector machine for bankruptcy prediction
-
A. Chaudhuri, and K. De Fuzzy support vector machine for bankruptcy prediction Appl. Soft Comput. 11 2 2011 2472 2486
-
(2011)
Appl. Soft Comput.
, vol.11
, Issue.2
, pp. 2472-2486
-
-
Chaudhuri, A.1
De, K.2
-
39
-
-
34548487769
-
Soft computing system for bank performance prediction
-
DOI 10.1016/j.asoc.2007.02.001, PII S156849460700018X
-
V. Ravi, H. Kurniawan, P.N.K. Thai, and P.R. Kumar Soft computing system for bank performance prediction Appl. Soft Comput. 8 1 2008 305 315 (Pubitemid 47374565)
-
(2008)
Applied Soft Computing Journal
, vol.8
, Issue.1
, pp. 305-315
-
-
Ravi, V.1
Kurniawan, H.2
Thai, P.N.K.3
Kumar, P.R.4
-
40
-
-
70649085937
-
Credit rating by hybrid machine learning techniques
-
C.-F. Tsai, and M.-L. Chen Credit rating by hybrid machine learning techniques Appl. Soft Comput. 10 2 2010 374 380
-
(2010)
Appl. Soft Comput.
, vol.10
, Issue.2
, pp. 374-380
-
-
Tsai, C.-F.1
Chen, M.-L.2
-
41
-
-
78049531014
-
Bankruptcy forecasting: A hybrid approach using Fuzzy c-means clustering and Multivariate Adaptive Regression Splines (MARS)
-
J.D. Andrés, P. Lorca, F.J. de Cos Juez, and F. Sánchez-Lasheras Bankruptcy forecasting: a hybrid approach using Fuzzy c-means clustering and Multivariate Adaptive Regression Splines (MARS) Expert Syst. Appl. 38 3 2011 1866 1875
-
(2011)
Expert Syst. Appl.
, vol.38
, Issue.3
, pp. 1866-1875
-
-
Andrés, J.D.1
Lorca, P.2
De Cos Juez, F.J.3
Sánchez-Lasheras, F.4
-
42
-
-
33749829099
-
A process model to develop an internal rating system: Sovereign credit ratings
-
DOI 10.1016/j.dss.2005.10.001, PII S0167923605001508
-
T. Van Gestel, B. Baesens, P. Van Dijcke, J. Garcia, J. Suykens, and J. Vanthienen A process model to develop an internal rating system: sovereign credit ratings Decis. Support Syst. 42 2 2006 1131 1151 (Pubitemid 44559705)
-
(2006)
Decision Support Systems
, vol.42
, Issue.2
, pp. 1131-1151
-
-
Van Gestel, T.1
Baesens, B.2
Van Dijcke, P.3
Garcia, J.4
Suykens, J.A.K.5
Vanthienen, J.6
-
43
-
-
80053575925
-
Weighting efficient accuracy and minimum sensitivity for evolving multi-class classifiers
-
J. Sánchez-Monedero, P.A. Gutiérrez, F. Fernández-Navarro, and C. Hervás-Martínez Weighting efficient accuracy and minimum sensitivity for evolving multi-class classifiers Neural Process. Lett. 34 2 2011 101 116
-
(2011)
Neural Process. Lett.
, vol.34
, Issue.2
, pp. 101-116
-
-
Sánchez-Monedero, J.1
Gutiérrez, P.A.2
Fernández-Navarro, F.3
Hervás-Martínez, C.4
-
45
-
-
39649085857
-
The unimodal model for the classification of ordinal data
-
J.F. Pinto da Costa, H. Alonso, and J.S. Cardoso The unimodal model for the classification of ordinal data Neural Netw. 21 2008 78 91
-
(2008)
Neural Netw.
, vol.21
, pp. 78-91
-
-
Pinto Da Costa, J.F.1
Alonso, H.2
Cardoso, J.S.3
-
47
-
-
77958494866
-
Is an ordinal class structure useful in classifier learning?
-
J.C. Hühn, and E. Hüllermeier Is an ordinal class structure useful in classifier learning? Int. J. Data Min. Model. Manage. 1 1 2008 45 67
-
(2008)
Int. J. Data Min. Model. Manage.
, vol.1
, Issue.1
, pp. 45-67
-
-
Hühn, J.C.1
Hüllermeier, E.2
-
48
-
-
33745458393
-
Prediction of ordinal classes using regression trees
-
Z. Ras, S. Ohsuga, Springer Berlin/Heidelberg
-
S. Kramer, G. Widmer, B. Pfahringer, and M. de Groeve Prediction of ordinal classes using regression trees Z. Ras, S. Ohsuga, Foundations of Intelligent Systems, Vol. 1932 of Lecture Notes in Computer Science 2010 Springer Berlin/Heidelberg 665 674
-
(2010)
Foundations of Intelligent Systems, Vol. 1932 of Lecture Notes in Computer Science
, pp. 665-674
-
-
Kramer, S.1
Widmer, G.2
Pfahringer, B.3
De Groeve, M.4
-
49
-
-
84857518260
-
An ensemble of weighted support vector machines for ordinal regression
-
W. Waegeman, and L. Boullart An ensemble of weighted support vector machines for ordinal regression Int. J. Comput. Syst. Sci. Eng. 3 1 2009 47 51
-
(2009)
Int. J. Comput. Syst. Sci. Eng.
, vol.3
, Issue.1
, pp. 47-51
-
-
Waegeman, W.1
Boullart, L.2
-
51
-
-
84861176005
-
Reduction from cost-sensitive ordinal ranking to weighted binary classification
-
H.-T. Lin, and L. Li Reduction from cost-sensitive ordinal ranking to weighted binary classification Neural Comput. 24 5 2012 1329 1367
-
(2012)
Neural Comput.
, vol.24
, Issue.5
, pp. 1329-1367
-
-
Lin, H.-T.1
Li, L.2
-
52
-
-
21844453228
-
Gaussian processes for ordinal regression
-
W. Chu, and Z. Ghahramani Gaussian processes for ordinal regression J. Machine Learn. Res. 6 2005 1019 1041
-
(2005)
J. Machine Learn. Res.
, vol.6
, pp. 1019-1041
-
-
Chu, W.1
Ghahramani, Z.2
-
54
-
-
4043137356
-
A tutorial on support vector regression
-
DOI 10.1023/B:STCO.0000035301.49549.88
-
A. Smola, and B. Schölkopf A tutorial on support vector regression Stat. Comput. 14 3 2004 199 222 (Pubitemid 39063488)
-
(2004)
Statistics and Computing
, vol.14
, Issue.3
, pp. 199-222
-
-
Smola, A.J.1
Scholkopf, B.2
-
55
-
-
0036505670
-
A comparison of methods for multiclass support vector machines
-
DOI 10.1109/72.991427, PII S1045922702018052
-
C.-W. Hsu, and C.-J. Lin A comparison of methods for multi-class support vector machines IEEE Trans. Neural Netw. 13 2 2002 415 425 (Pubitemid 34475042)
-
(2002)
IEEE Transactions on Neural Networks
, vol.13
, Issue.2
, pp. 415-425
-
-
Hsu, C.-W.1
Lin, C.-J.2
-
58
-
-
78650254138
-
Short- and long-run determinants of sovereign debt credit ratings
-
A. Afonso, P. Gomes, and P. Rother Short- and long-run determinants of sovereign debt credit ratings Int. J. Financ. Econ. 16 1 2011 1 15
-
(2011)
Int. J. Financ. Econ.
, vol.16
, Issue.1
, pp. 1-15
-
-
Afonso, A.1
Gomes, P.2
Rother, P.3
-
64
-
-
76749092270
-
The WEKA data mining software: An update
-
M. Hall, E. Frank, G. Holmes, B. Pfahringer, P. Reutemann, and I.H. Witten The WEKA data mining software: an update Special Interest Group on Knowledge Discovery and Data Mining Explorer Newsletter 11 2009 10 18
-
(2009)
Special Interest Group on Knowledge Discovery and Data Mining Explorer Newsletter
, vol.11
, pp. 10-18
-
-
Hall, M.1
Frank, E.2
Holmes, G.3
Pfahringer, B.4
Reutemann, P.5
Witten, I.H.6
-
65
-
-
21244500957
-
Logistic model trees
-
DOI 10.1007/s10994-005-0466-3
-
N. Landwehr, M. Hall, and E. Frank Logistic model trees Machine Learn. 59 1-2 2005 161 205 (Pubitemid 40890416)
-
(2005)
Machine Learning
, vol.59
, Issue.1-2
, pp. 161-205
-
-
Landwehr, N.1
Hall, M.2
Frank, E.3
-
66
-
-
63149198435
-
Data mining: Practical machine learning tools and techniques
-
2nd ed. Morgan Kaufmann (Elsevier)
-
I.H. Witten, and E. Frank Data mining: practical machine learning tools and techniques Data Management Systems 2nd ed. 2005 Morgan Kaufmann (Elsevier)
-
(2005)
Data Management Systems
-
-
Witten, I.H.1
Frank, E.2
-
67
-
-
77954842604
-
Sovereign risk: Are the EU's new member states different?
-
D. Hauner, J. Jonas, and M.S. Kumar Sovereign risk: are the EU's new member states different? Oxford Bull. Econ. Stat. 72 4 2010 411 427
-
(2010)
Oxford Bull. Econ. Stat.
, vol.72
, Issue.4
, pp. 411-427
-
-
Hauner, D.1
Jonas, J.2
Kumar, M.S.3
-
68
-
-
79959929594
-
Fact and fiction in EU-governmental economic data
-
B. Rauch, M. Gottsche, G. Brahler, and S. Engel Fact and fiction in EU-governmental economic data German Econ. Rev. 12 3 2011 243 255 Raras
-
(2011)
German Econ. Rev.
, vol.12
, Issue.3
, pp. 243-255
-
-
Rauch, B.1
Gottsche, M.2
Brahler, G.3
Engel, S.4
|