IRMA-International.org: Creator of Knowledge
Information Resources Management Association
Advancing the Concepts & Practices of Information Resources Management in Modern Organizations

Predicting Credit Ratings with a GA-MLP Hybrid

Predicting Credit Ratings with a GA-MLP Hybrid
View Sample PDF
Author(s): Robert Perkins (University College Dublin, Ireland)and Anthony Brabazon (University College Dublin, Ireland)
Copyright: 2006
Pages: 19
Source title: Artificial Neural Networks in Real-Life Applications
Source Author(s)/Editor(s): Juan R. Rabuñal (University of A Coruña, Spain)and Julian Dorado (University of A Coruña, Spain)
DOI: 10.4018/978-1-59140-902-1.ch011

Purchase

View Predicting Credit Ratings with a GA-MLP Hybrid on the publisher's website for pricing and purchasing information.

Abstract

The practical application of MLPs can be time-consuming due to the requirement for substantial modeler intervention in order to select appropriate inputs and parameters for the MLP. This chapter provides an example of how elements of the task of constructing a MLP can be automated by means of an evolutionary algorithm. A MLP whose inputs and structure are automatically selected using a genetic algorithm (GA) is developed for the purpose of predicting corporate bond-issuer ratings. The results suggest that the developed model can accurately predict the credit ratings assigned to bond issuers.

Related Content

Vinod Kumar, Himanshu Prajapati, Sasikala Ponnusamy. © 2023. 18 pages.
Sougatamoy Biswas. © 2023. 14 pages.
Ganga Devi S. V. S.. © 2023. 10 pages.
Gotam Singh Lalotra, Ashok Sharma, Barun Kumar Bhatti, Suresh Singh. © 2023. 15 pages.
Nimish Kumar, Himanshu Verma, Yogesh Kumar Sharma. © 2023. 16 pages.
R. Soujanya, Ravi Mohan Sharma, Manish Manish Maheshwari, Divya Prakash Shrivastava. © 2023. 12 pages.
Nimish Kumar, Himanshu Verma, Yogesh Kumar Sharma. © 2023. 22 pages.
Body Bottom