DocumentCode
3092578
Title
Forecasting country risk ratings using a neural network
Author
Cosset, J.C. ; Roy, J.
Author_Institution
Fac. of Bus. Adm., Laval Univ., Ste-Foy, Que., Canada
Volume
iv
fYear
1990
fDate
2-5 Jan 1990
Firstpage
327
Abstract
The performance is examined of a neural network at predicting institutional investors´ country risk ratings using eight economic indicators. The network is trained on the period of 1983-5 with the backpropagation-of-error algorithm. It is then tested on data for 1986 and the results are compared with a logistic regression model. The evidence confirms the potential of the method for economic applications
Keywords
financial data processing; investment; learning systems; neural nets; backpropagation-of-error algorithm; country risk ratings; economic indicators; interstitial investors; logistic regression model; neural network; Backpropagation algorithms; Banking; Economic forecasting; Economic indicators; Government; Logistics; Neural networks; Predictive models; Pricing; Testing;
fLanguage
English
Publisher
ieee
Conference_Titel
System Sciences, 1990., Proceedings of the Twenty-Third Annual Hawaii International Conference on
Conference_Location
Kailua-Kona, HI
Type
conf
DOI
10.1109/HICSS.1990.205274
Filename
205274
Link To Document