Prediction of corporate credit ratings with machine learning : simple interpretative models
Koresh Galil, Ami Hauptman, Rosit Levy Rosenboim
| Year of publication: |
2023
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| Authors: | Galil, Koresh ; Hauptman, Ami ; Rosenboim, Rosit Levy |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 4, p. 1-8
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| Subject: | Machine learning | CART | Classification and regression tree | Corporate ratings | Size | Support Vector Regression | SVR | Künstliche Intelligenz | Artificial intelligence | Regressionsanalyse | Regression analysis | Kreditwürdigkeit | Credit rating | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Clusteranalyse | Cluster analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104648 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014633496