• DocumentCode
    547483
  • Title

    A new model to improve credit rating under incidence relation

  • Author

    Xue, Fei ; Zhao, Xin ; Liu, Bingwu ; Tan, Shaohua

  • Author_Institution
    Center for Inf. Sci., Peking Univ., Beijing, China
  • Volume
    1
  • fYear
    2011
  • fDate
    10-12 June 2011
  • Firstpage
    717
  • Lastpage
    721
  • Abstract
    It is well known that credit rating for corporations is very important to the development and stability of financial market. The current rating methods always just pay attention to the information of rated aim. Here the paper offers a novel idea to improve the quality of credit rating with consideration to incidence relation among corporations. In addition, when the credit level of one corporation changes sharply, our model can quantize its influence to others also on the net. Furthermore, we get some reasonable results through an experiment on a practical sample.
  • Keywords
    financial management; industrial economics; stability; corporations; credit rating; financial market; incidence relation; Cognition; Companies; Computational modeling; Economics; Force; Heuristic algorithms; Indexes; causal graph; credit rating; incidence relation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computer Science and Automation Engineering (CSAE), 2011 IEEE International Conference on
  • Conference_Location
    Shanghai
  • Print_ISBN
    978-1-4244-8727-1
  • Type

    conf

  • DOI
    10.1109/CSAE.2011.5953317
  • Filename
    5953317