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1. Predicting Corporate Credit Ratings: A Comparative Study Between Ordered Probit, Neural Network and Random Forest
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This thesis compares the prediction accuracy for corporate credit ratings between three different models. The two first models, a traditional statistical model called ordered probit and a machine learning model called artificial neural network has been used with success before. LÄS MER
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