Machine learning models and cost-sensitive decision trees for bond rating prediction
Sami Ben Jabeur, Amir Sadaaoui, Asma Sghaier and Riadh Aloui
| Year of publication: |
2020
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|---|---|
| Authors: | Jabeur, Sami Ben ; Sadaaoui, Amir ; Sghaier, Asma ; Aloui, Riadh |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 71.2020, 8, p. 1161-1179
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| Subject: | cost-sensitive decision tree | deep neural networks | machine learning | Sovereign bond ratings | Künstliche Intelligenz | Artificial intelligence | Neuronale Netze | Neural networks | Entscheidungsbaum | Decision tree | Kreditwürdigkeit | Credit rating | Prognoseverfahren | Forecasting model | Öffentliche Anleihe | Public bond | Anleihe | Bond | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2019.1581405 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012264550