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麻烦，可否有人在istp-ssh里面帮忙查篇文章
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RT：作者：Li Hui， 题目：Application of Discriminate Analysis in Credit Ratings，据说是2012年11月在上海开的会议 谢谢！ |
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weiwenkong
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2楼2013-11-12 10:48:58
【答案】应助回帖
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ivyh(杈杈代发): 金币+5, Thanks 2013-11-13 08:42:30
杈杈: 回帖置顶 2013-11-13 08:42:47
ivyh(杈杈代发): 金币+5, Thanks 2013-11-13 08:42:30
杈杈: 回帖置顶 2013-11-13 08:42:47
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恭喜 Application of Discriminate Analysis in Credit Ratings 作者: Li, H (Li Hui)[ 1 ] ; Lin, CQ (Lin Changqing) 编者: Tang, HY 来源出版物: PROCEEDINGS OF THE 5TH CONFERENCE ON CHINA'S ECONOMIC OPERATION RISK MANAGEMENT 页: 77-88 出版年: 2011 被引频次: 0 (来自 Web of Science) 引用的参考文献: 24 [ 查看 Related Records ] 引证关系图 会议: 5th Conference on China's Economic Operation Risk Management 会议地点: China Lixin Risk Management Res Inst, Shanghai, PEOPLES R CHINA 会议日期: NOV 04-06, 2011 会议赞助商: Shanghai Lixin Univ Commerce; Econom Res Journal; Riskchina Res Ctr; Univ Toronto 摘要: In this paper, 275 bond issuers are divided different categories according to their historical credit rates, based on which, a Fisher Linear Discriminate Analysis (LDA) model is utilized for their classifications prediction and testing their precision rates. Some significant different indicators in credit ratings are selected from 20 common financial ones by Fisher test, and further construct a Linear Discriminate Function (LDF). In addition, a comparison study shows that LDA prediction with single industry is superior to its counterparties, which demonstrates the importance of discriminating industry and evaluating individually different industry risk. 入藏号: WOS:000306259300010 文献类型: Proceedings Paper 语种: English 作者关键词: Credit rating; Fisher test; Fisher discriminate analysis; Linear discriminate function KeyWords Plus: FINANCIAL RATIOS; BANKRUPTCY; PREDICTION; FAILURE 地址: [ 1 ] Renmin Univ China, Sch Stat, Beijing 100872, Peoples R China 电子邮件地址: leephil@ruc.edu.cn; tyousei2011@163.com 出版商: UNIVERSE ACADEMIC PRESS TORONTO, 1 SPADINA CRESCENT, ROOM 205, TORONTO, ONTARIO M5S 3G3, CANADA Web of Science 类别: Economics; Management 研究方向: Business & Economics IDS 号: BBA19 ISBN: 978-1-926642-10-9 |
3楼2013-11-12 15:48:08
weiwenkong
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4楼2013-11-12 16:45:53