Using self-organizing maps for analyzing credit rating and financial ratio data

Jen Ying Shih*

*此作品的通信作者

研究成果: 書貢獻/報告類型會議論文篇章

5 引文 斯高帕斯(Scopus)

摘要

Credit rating granting in rating agencies is a complex decision making process for outside rating information users. The data these rating agencies required for making rating decision cover many facets, including financial data, operations data, the data regarding interview with top managers of issuers, etc. The systematic rating process, such as how each data item contributes to each specific rating granting, is still blind to the outsiders. Therefore, this study proposes an easy analytical tool for visualizing the relationships between credit rating information and financial ratio data. Self-organizing maps (SOMs) have been effectively used for visualizing and clustering tasks in numerous applications, such as financial statement analysis and document analysis, and thus this study applies SOMs on analyzing the relationship patterns. Banking industry data are used as the test bed. The study results demonstrate that the SOM could be a feasible tool for uncovering the relationships between those rating symbols and the data referred by rating agencies.

原文英語
主出版物標題APBITM 2011 - Proceedings2011 IEEE International Summer Conference of Asia Pacific Business Innovation and Technology Management
頁面109-112
頁數4
DOIs
出版狀態已發佈 - 2011
事件2011 IEEE International Summer Conference of Asia Pacific Business Innovation and Technology Management, APBITM 2011 - Dalian, 中国
持續時間: 2011 七月 102011 七月 12

出版系列

名字APBITM 2011 - Proceedings2011 IEEE International Summer Conference of Asia Pacific Business Innovation and Technology Management

會議

會議2011 IEEE International Summer Conference of Asia Pacific Business Innovation and Technology Management, APBITM 2011
國家/地區中国
城市Dalian
期間2011/07/102011/07/12

ASJC Scopus subject areas

  • 技術與創新管理

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