Prediction of financial strength ratings using machine learning and conventional techniques

Financial strength ratings (FSRs) have become more significant particularly since the recent financial crisis of 2007–2009 where rating agencies failed to forecast defaults and the downgrade of some banks. The aim of this paper is to predict Capital Intelligence banks’ financial strength ratings (FS...

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Bibliographic Details
Main Authors: Hussein A. Abdou, Wael M. Abdallah, James Mulkeen, Collins G. Ntim, Yan Wang
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2017-12-01
Series:Investment Management & Financial Innovations
Subjects:
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/9876/imfi_2017_04_Abdou.pdf