The comparison of empirical methods for modeling credit ratings of industrial companies from BRICS countries
Year of publication: |
2020
|
---|---|
Authors: | Karminsky, Alexander M. ; Grishunin, Sergei ; Dyachkova, Natalya ; Bisenov, Maxim |
Subject: | Credit rating modeling | Industrial company | Linear discriminant analysis | Ordered logit model | Artificial intelligence methods | Kreditwürdigkeit | Credit rating | Künstliche Intelligenz | Artificial intelligence | BRICS-Staaten | BRICS countries | Diskriminanzanalyse | Discriminant analysis | Logit-Modell | Logit model | Kreditrisiko | Credit risk |
-
Comparison of credit scoring models on probability of default estimation for US banks
Gurný, Petr, (2013)
-
Khemais, Zaghdoudi, (2016)
-
D'Amato, Antonio, (2022)
- More ...
-
Principles of rating estimation in emerging countries
Grishunin, Sergei, (2021)
-
Aggregation of rating systems for emerging financial markets
Grishunin, Sergei, (2021)
-
Analysis of yields and their determinants in the European corporate green bond market
Grishunin, Sergei, (2023)
- More ...