The nature of statistical learning theory
The nature of statistical learning theory
Credit rating analysis with support vector machines and neural networks: a market comparative study
Decision Support Systems - Special issue: Data mining for financial decision making
Application of support vector machines to corporate credit rating prediction
Expert Systems with Applications: An International Journal
On sovereign credit migration: A study of alternative estimators and rating dynamics
Computational Statistics & Data Analysis
Support vector machines for credit scoring and discovery of significant features
Expert Systems with Applications: An International Journal
Predicting bond ratings using publicly available information
Expert Systems with Applications: An International Journal
Credit risk measurement and early warning of SMEs: An empirical study of listed SMEs in China
Decision Support Systems
A multicriteria decision support system for bank rating
Decision Support Systems
Municipal credit rating modelling by neural networks
Decision Support Systems
A two-phase case-based distance approach for multiple-group classification problems
Computers and Industrial Engineering
Credit Rating Change Modeling Using News and Financial Ratios
ACM Transactions on Management Information Systems (TMIS)
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We find that support vector machines can produce notably better predictions of international bank ratings than the standard method currently used for this purpose, ordered choice models. This appears due to the support vector machine's ability to estimate a large number of country dummies unrestrictedly, which was not possible with the ordered choice models due to the low sample size.