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

A Comparative Approximate Economic Behavior Analysis Of Support Vector Machines And Neural Networks Models

Rating assignments: lessons from international banks

This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to capture country-specific variation. The empirical findings provide support to the hypothesis that the individual international bank ratings assigned by Fitch Ratings are underpinned by fundamental quantitative financial analyses. Also, there is strong evidence of a country effe...

Guglielmo Maria Caporale , Roman Matousek and Chris Stewart Rating Assignments : Lessons from International Banks March 2009

This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to capture country-specific variation. The empirical findings provide support to the hypothesis that the individual international bank ratings assigned by Fitch Ratings are underpinned by fundamental quantitative financial analyses. Also, there is strong evidence of a country effe...

A Comparative Study of Extreme Learning Machines and Support Vector Machines in Prediction of Sediment Transport in Open Channels

The limiting velocity in open channels to prevent long-term sedimentation is predicted in this paper using a powerful soft computing technique known as Extreme Learning Machines (ELM). The ELM is a single Layer Feed-forward Neural Network (SLFNN) with a high level of training speed. The dimensionless parameter of limiting velocity which is known as the densimetric Froude number (Fr) is predicte...

Application of Artificial Neural Networks and Support Vector Machines for carbonate pores size estimation from 3D seismic data

This paper proposes a method for the prediction of pore size values in hydrocarbon reservoirs using 3D seismic data. To this end, an actual carbonate oil field in the south-western part ofIranwas selected. Taking real geological conditions into account, different models of reservoir were constructed for a range of viable pore size values.  Seismic surveying was performed next on these models. F...