Modelling sovereign credit ratings: Neural networks versus ordered probit.

J.A. Bennell; D. Crabbe; S. Thomas; O. ap Gwilym; O. Ap Gwilym

doi:10.1016/j.eswa.2005.10.002

Modelling sovereign credit ratings: Neural networks versus ordered probit.

J.A. Bennell
, D. Crabbe
, S. Thomas
, O. ap Gwilym
, O. Ap Gwilym

The Albert Gubay Business School

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	415-425
Journal	Expert Systems with Applications
Volume	30
Issue number	3
DOIs	https://doi.org/10.1016/j.eswa.2005.10.002
Publication status	Published - 1 Apr 2006

Keywords

COMPUTER SCIENCE
ARTIFICIAL INTELLIGENCE
ENGINEERING
ELECTRICAL & ELECTRONIC
OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Access to Document

10.1016/j.eswa.2005.10.002

Cite this

@article{e70279a752244b3aad3464384f516d85,

title = "Modelling sovereign credit ratings: Neural networks versus ordered probit.",

keywords = "COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE, ENGINEERING, ELECTRICAL \& ELECTRONIC, OPERATIONS RESEARCH \& MANAGEMENT SCIENCE",

author = "J.A. Bennell and D. Crabbe and S. Thomas and \{ap Gwilym\}, O. and \{Ap Gwilym\}, O.",

year = "2006",

month = apr,

day = "1",

doi = "10.1016/j.eswa.2005.10.002",

language = "English",

volume = "30",

pages = "415--425",

journal = "Expert Systems with Applications",

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T1 - Modelling sovereign credit ratings: Neural networks versus ordered probit.

AU - Bennell, J.A.

AU - Crabbe, D.

AU - Thomas, S.

AU - ap Gwilym, O.

AU - Ap Gwilym, O.

PY - 2006/4/1

Y1 - 2006/4/1

KW - COMPUTER SCIENCE

KW - ARTIFICIAL INTELLIGENCE

KW - ENGINEERING

KW - ELECTRICAL & ELECTRONIC

KW - OPERATIONS RESEARCH & MANAGEMENT SCIENCE

U2 - 10.1016/j.eswa.2005.10.002

DO - 10.1016/j.eswa.2005.10.002

M3 - Article

SN - 0957-4174

VL - 30

SP - 415

EP - 425

JO - Expert Systems with Applications

JF - Expert Systems with Applications

IS - 3

ER -