Automated Credit Rating Prediction in a competitive framework

DOI10.1051/ro/2016030zbMath1358.91106OpenAlexW2343646450MaRDI QIDQ2954342

Robert Dochow, Thomas Tamisier, Günter Schmidt, Claude Gangolf

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

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

Related Items (3)

Automated Credit Rating Prediction in a competitive framework ⋮ Unnamed Item ⋮ Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices

Cites Work

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

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