University of Sussex
Browse

File(s) not publicly available

A note comparing support vector machines and ordered choice models’ predictions of international banks’ ratings

journal contribution
posted on 2023-06-08, 12:26 authored by Tony Bellotti, Roman Matousek, Chris Stewart
We find that support vector machines can produce notably better predictions of international bank ratings than the standard method currently used for this purpose, ordered choice models. This appears due to the support vector machine's ability to estimate a large number of country dummies unrestrictedly, which was not possible with the ordered choice models due to the low sample size.

History

Publication status

  • Published

Journal

Decision Support Systems

ISSN

0167-9236

Publisher

Elsevier

Issue

3

Volume

51

Page range

682-687

Department affiliated with

  • Business and Management Publications

Full text available

  • No

Peer reviewed?

  • Yes

Legacy Posted Date

2012-09-20

Usage metrics

    University of Sussex (Publications)

    Categories

    No categories selected

    Exports

    RefWorks
    BibTeX
    Ref. manager
    Endnote
    DataCite
    NLM
    DC