Prediction of corporate credit ratings with machine learning: Simple interpretative models
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DOI: 10.1016/j.frl.2023.104648
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- Koresh Galil & Ami Hauptman & Rosit Levy Rosenboim, 2023. "Prediction of Corporate Credit Ratings with Machine Learning: Simple Interpretative Models," Working Papers 2308, Ben-Gurion University of the Negev, Department of Economics.
References listed on IDEAS
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- Shang, Dawei & Guo, Ziyu & Wang, Hui, 2024. "Enhancing digital cryptocurrency trading price prediction with an attention-based convolutional and recurrent neural network approach: The case of Ethereum," Finance Research Letters, Elsevier, vol. 67(PB).
- Afik, Zvika & Galil, Koresh, 2025. "Have ratings become more accurate?," Journal of Banking & Finance, Elsevier, vol. 170(C).
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More about this item
Keywords
Corporate ratings; Machine learning; Classification and regression tree; Support Vector Regression; CART; SVR; Size;All these keywords.
JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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