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
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;
Conference_Titel :
Computer Science and Automation Engineering (CSAE), 2011 IEEE International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-8727-1
DOI :
10.1109/CSAE.2011.5953317