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
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