A new ordinal mixed-data sampling model with an application to corporate credit rating levels

DOI10.1016/J.EJOR.2023.10.017MaRDI QIDQ6556109

Raffaella Calabrese, Jonathan Crook, Leonie Goldmann

Publication date: 17 June 2024

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

ordinal regressionMIDASOR in bankingcredit ratingsmixed-frequency models

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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• Credit scoring with macroeconomic variables using survival analysis
• Evaluating Learning Algorithms
• Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials

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