Performance evaluation of least-squares probabilistic classifier for corporate credit rating classification problem

DOI10.14495/jsiaml.13.9zbMath1460.91284OpenAlexW3134343352MaRDI QIDQ5857179

Miho Saito, Suguru Yamanaka

Publication date: 30 March 2021

Published in: JSIAM Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14495/jsiaml.13.9

zbMATH Keywords

credit riskmachine learningcredit ratingmulti-category classificationleast-squares probabilistic classifier

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

• A corporate credit rating model using multi-class support vector machines with an ordinal pairwise partitioning approach
• A new family of power transformations to improve normality or symmetry
• On multiple-class prediction of issuer credit ratings
• Regularization and Variable Selection Via the Elastic Net

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