O'Neill, Terence; Penm, Jack HW
Conventional methods to test for credit ratings of financial debt issuers based on current means of classification are typically undertaken in the framework of applied statistical methods. In this paper, a newly introduced approach, Support Vector Machines (SVMs), has been applied to test a set of Standard & Poor (S&P)'s issuers' credit rating data. The primary purpose of this credit rating analysis is to measure the credit worthiness of credit securities' issuers and thus provide investors...[Show more]
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.