Neural Networks, Ordered Probit Models and Multiple Discriminants. Evaluating Risk Rating Forecasts of Local Governments in Mexico
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References listed on IDEAS
- Kuldeep Kumar & Sukanto Bhattacharya, 2006. "Artificial neural network vs linear discriminant analysis in credit ratings forecast: A comparative study of prediction performances," Review of Accounting and Finance, Emerald Group Publishing, vol. 5(3), pages 216-227, August.
- Mendoza-Velázquez, Alfonso, 2009. "The Information Content and Redistribution Effects of State and Municipal Rating Changes in Mexico," Economics Discussion Papers 2009-17, Kiel Institute for the World Economy (IfW).
- Mendoza-Velázquez, Alfonso, 2009. "The information content and redistribution effects of state and municipal rating changes in Mexico," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 3, pages 1-21.
More about this item
KeywordsCredit Risk Ratings; Ordered Probit Models; Artificial Neural Networks; Discriminant Analysis; Principal Components; Local Governments; Public Finance; Emerging Markets;
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- H79 - Public Economics - - State and Local Government; Intergovernmental Relations - - - Other
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