Credit rating algorithm of corporate bonds based on Gaussian process mixture model and improved K-means

DOI10.61091/JCMCC117-14MaRDI QIDQ6558933zbMATH OpenFDO

Authors Wenzhong Xia

Publication date 21 June 2024

Published in JCMCC. The Journal of Combinatorial Mathematics and Combinatorial Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.61091/JCMCC117-14

zbMATH Keywords

cluster analysisforecastingK-means clustering algorithmparameter learningtreasury bond yields

Mathematics Subject Classification ID

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

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