On multi-class prediction of issuer credit ratings
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Publication:3077489
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Cites work
Cited in
(12)- A new ordinal mixed-data sampling model with an application to corporate credit rating levels
- Predicting issuer credit ratings using generalized estimating equations
- Machine learning in corporate credit rating assessment using the expanded audit report
- Multicriteria decision aid models for the prediction of securities class actions: evidence from the banking sector
- Forecasting credit ratings with the varying-coefficient model
- On assessing the relative performance of default predictions
- Automated Credit Rating Prediction in a competitive framework
- Comparing the accuracy of default predictions in the rating industry for different sets of obligors
- Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty
- scientific article; zbMATH DE number 6724266 (Why is no real title available?)
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