دانلود مقاله ISI انگلیسی شماره 48500
عنوان فارسی مقاله

انتخاب ویژگی در پیش بینی رتبه بندی اعتباری شرکت

کد مقاله سال انتشار مقاله انگلیسی ترجمه فارسی تعداد کلمات
48500 2013 13 صفحه PDF سفارش دهید محاسبه نشده
خرید مقاله
پس از پرداخت، فوراً می توانید مقاله را دانلود فرمایید.
عنوان انگلیسی
Feature selection in corporate credit rating prediction
منبع

Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)

Journal : Knowledge-Based Systems, Volume 51, October 2013, Pages 72–84

کلمات کلیدی
انتخاب ویژگی - رتبه بندی اعتباری - تقسیم بندی - لفاف بسته بندی - روش های مختلف ویژگی های انتخاب
پیش نمایش مقاله
پیش نمایش مقاله انتخاب ویژگی در پیش بینی رتبه بندی اعتباری شرکت

چکیده انگلیسی

Credit rating assessment is a complicated process in which many parameters describing a company are taken into consideration and a grade is assigned, which represents the reliability of a potential client. Such assessment is expensive, because domain experts have to be employed to perform the rating. One way of lowering the costs of performing the rating is to use an automated rating procedure. In this paper, we assess several automatic classification methods for credit rating assessment. The methods presented in this paper follow a well-known paradigm of supervised machine learning, where they are first trained on a dataset representing companies with a known credibility, and then applied to companies with unknown credibility. We employed a procedure of feature selection that improved the accuracy of the ratings obtained as a result of classification. In addition, feature selection reduced the number of parameters describing a company that have to be known before the automatic rating can be performed. Wrappers performed better than filters for both US and European datasets. However, better classification performance was achieved at a cost of additional computational time. Our results also suggest that US rating methodology prefers the size of companies and market value ratios, whereas the European methodology relies more on profitability and leverage ratios.

خرید مقاله
پس از پرداخت، فوراً می توانید مقاله را دانلود فرمایید.