Automated Credit Rating Prediction in a competitive framework

DOI10.1051/RO/2016030MaRDI QIDQ2954342zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

competitive analysisautomated credit rating predictionfinancial bond credit rating

Mathematics Subject Classification ID

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

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Cites work

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

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(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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