An empirical evaluation of the performance of binary classifiers in the prediction of credit ratings changes

Journal of Banking and Finance

Volumn 56, Issue , 2015, Pages 72-85

  Jones, Stewart ^a   Johnstone, David ^a   Wilson, Roy ^b  

^a UNIVERSITY OF SYDNEY   (Australia)

^b Enterprise Services HP   (Australia)

Author keywords

Binary classifiers; Credit ratings changes; Prediction; Statistical learning

Indexed keywords

EID: 84937837651     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2015.02.006     Document Type: Article

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