The use of different approaches for credit rating prediction and their comparison

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F12%3A86082805" target="_blank" >RIV/61989100:27510/12:86082805 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
The use of different approaches for credit rating prediction and their comparison
Original language description
The objective of the paper is to apply three selected approaches for credit rating prediction, linear discriminant analysis, multinomial logistic regression and decision trees. The models are based on data of European companies? financial indicators andMORE rating. A special attention is paid to comparison of models and interpretation of results. The analysis is also focused on the identification of variables with the most significant impact on credit rating assessment. The estimated models can be usedfor credit rating prediction and can serve as a useful tool in the investment decision process.
Czech name
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Czech description
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Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Řízení a modelování finančních rizik : sborník příspěvků z 6. mezinárodní vědecké konference : 10.-11. září 2012, Ostrava, Česká republika
ISBN
978-80-248-2835-0
ISSN
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e-ISSN
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Number of pages
10
Pages from-to
448-457
Publisher name
VŠB - Technická univerzita Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 10, 2012
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000317528600049

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