Automated Credit Rating Prediction in a competitive framework

DOI10.1051/RO/2016030zbMATH Open1358.91106OpenAlexW2343646450MaRDI QIDQ2954342FDOQ2954342

Authors: Claude Gangolf, Robert Dochow, Günter Schmidt, Thomas Tamisier 

Publication date: 12 January 2017

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ro/2016030

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zbMATH Keywords

competitive analysisautomated credit rating predictionfinancial bond credit rating

Mathematics Subject Classification ID

Credit risk (91G40) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• An approximation algorithm with absolute worst-case performance ratio 2 for two-dimensional vector packing
• Beyond Competitive Analysis
• A corporate credit rating model using support vector domain combined with fuzzy clustering algorithm
• Automated Credit Rating Prediction in a competitive framework

Cited In (3)

• Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices
• Novel approaches on sovereign credit ratings
• Automated Credit Rating Prediction in a competitive framework

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