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Hammer et al., 2012 - Google Patents

A logical analysis of banks' financial strength ratings

Hammer et al., 2012

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Document ID
18238742314952182590
Author
Hammer P
Kogan A
Lejeune M
Publication year
Publication venue
Expert systems with applications

External Links

Snippet

We evaluate the creditworthiness of banks using statistical, as well as combinatorics-, optimization-, and logic-based methodologies. We reverse-engineer the Fitch risk ratings of banks using ordered logistic regression, support vector machine, and Logical Analysis of …
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G06Q40/025—Credit processing or loan processing, e.g. risk analysis for mortgages
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