Cadden, David T.; Driscoll, Vincent; Thompson, Dean Mark - In: Advances in Business and Management Forecasting : Vol. 5, (pp. 3-18). 2008
This paper presents the results of a study comparing the ability of neural network models and multiple discriminant analysis (MDA) models to predict bond rating changes and to exam if segmentation by investment grade improves classification. Data was collected on more than 900 bonds that had...
