FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2557980956> ?p ?o ?g. }

• W2557980956 endingPage "143" @default.
• W2557980956 startingPage "127" @default.
• W2557980956 abstract "The paper assesses the business default risk on a cross-national sample of 3000 companies applying for credit to an international bank operating in Romania. The structure of the sample replicates the structure of the general population of companies in Romania. Based on their past credit history, we have distributed the companies in seven classes plus the default, using and adapting the Standard & Poor’s categories: AAA (1020 companies, 34%) – no risk; AA (279 companies, 9.3%) – minimal risk; A (906 companies, 30.2%) – low risk; BBB (201 companies, 6.7%) – moderate risk; BB (123 companies, 4.1%) – acceptable risk; B (111 companies, 3.7%) – high risk; C (105 companies, 3.5%) – very high risk and D (255 companies, 8.5%) – default. We have then, estimated the one-step transitions probability for downgrading for one year, based on the present category, loan amount, size of company and sector of activity. Thus, although the approach is bottom-up and unconditioned, focusing on the companies, we have included the economic context, taking into account the type of company and the economic sector. We have performed the estimations first using logit regression, and then ANN (Artificial Neural Networks), and compared the results with Standard & Poor’s transition matrix for 2010. The results were compared in terms of predictive power, and arguments were given for choosing an ANN design." @default.
• W2557980956 created "2016-12-08" @default.
• W2557980956 creator A5031231686 @default.
• W2557980956 creator A5010419315 @default.
• W2557980956 date "2016-01-01" @default.
• W2557980956 modified "2023-09-24" @default.
• W2557980956 title "Credit Risk modeling for Companies Default Prediction using Neural Networks" @default.
• W2557980956 cites W110906392 @default.
• W2557980956 cites W121019692 @default.
• W2557980956 cites W1490760466 @default.
• W2557980956 cites W1490809687 @default.
• W2557980956 cites W1497131193 @default.
• W2557980956 cites W1553243973 @default.
• W2557980956 cites W156169634 @default.
• W2557980956 cites W1980798497 @default.
• W2557980956 cites W1985730956 @default.
• W2557980956 cites W1988221687 @default.
• W2557980956 cites W1993371202 @default.
• W2557980956 cites W2000918489 @default.
• W2557980956 cites W2005596732 @default.
• W2557980956 cites W2025005048 @default.
• W2557980956 cites W2052288215 @default.
• W2557980956 cites W2053208593 @default.
• W2557980956 cites W2059296300 @default.
• W2557980956 cites W2059649032 @default.
• W2557980956 cites W2063707594 @default.
• W2557980956 cites W2066310392 @default.
• W2557980956 cites W2069206870 @default.
• W2557980956 cites W2097752063 @default.
• W2557980956 cites W2115929984 @default.
• W2557980956 cites W2117812871 @default.
• W2557980956 cites W2124532504 @default.
• W2557980956 cites W2129123189 @default.
• W2557980956 cites W2157722270 @default.
• W2557980956 cites W2165063012 @default.
• W2557980956 cites W2305769589 @default.
• W2557980956 cites W2475633103 @default.
• W2557980956 cites W2563787429 @default.
• W2557980956 cites W2912565176 @default.
• W2557980956 cites W3121131820 @default.
• W2557980956 cites W3122430018 @default.
• W2557980956 cites W854384253 @default.
• W2557980956 hasPublicationYear "2016" @default.
• W2557980956 type Work @default.
• W2557980956 sameAs 2557980956 @default.
• W2557980956 citedByCount "2" @default.
• W2557980956 countsByYear W25579809562018 @default.
• W2557980956 countsByYear W25579809562021 @default.
• W2557980956 crossrefType "posted-content" @default.
• W2557980956 hasAuthorship W2557980956A5010419315 @default.
• W2557980956 hasAuthorship W2557980956A5031231686 @default.
• W2557980956 hasConcept C10138342 @default.
• W2557980956 hasConcept C105795698 @default.
• W2557980956 hasConcept C111472728 @default.
• W2557980956 hasConcept C138885662 @default.
• W2557980956 hasConcept C140331021 @default.
• W2557980956 hasConcept C144024400 @default.
• W2557980956 hasConcept C144133560 @default.
• W2557980956 hasConcept C149782125 @default.
• W2557980956 hasConcept C149923435 @default.
• W2557980956 hasConcept C151730666 @default.
• W2557980956 hasConcept C151956035 @default.
• W2557980956 hasConcept C162118730 @default.
• W2557980956 hasConcept C162324750 @default.
• W2557980956 hasConcept C178350159 @default.
• W2557980956 hasConcept C185592680 @default.
• W2557980956 hasConcept C198531522 @default.
• W2557980956 hasConcept C2777764128 @default.
• W2557980956 hasConcept C2778136018 @default.
• W2557980956 hasConcept C2779343474 @default.
• W2557980956 hasConcept C2779806880 @default.
• W2557980956 hasConcept C2908647359 @default.
• W2557980956 hasConcept C33923547 @default.
• W2557980956 hasConcept C43617362 @default.
• W2557980956 hasConcept C86803240 @default.
• W2557980956 hasConceptScore W2557980956C10138342 @default.
• W2557980956 hasConceptScore W2557980956C105795698 @default.
• W2557980956 hasConceptScore W2557980956C111472728 @default.
• W2557980956 hasConceptScore W2557980956C138885662 @default.
• W2557980956 hasConceptScore W2557980956C140331021 @default.
• W2557980956 hasConceptScore W2557980956C144024400 @default.
• W2557980956 hasConceptScore W2557980956C144133560 @default.
• W2557980956 hasConceptScore W2557980956C149782125 @default.
• W2557980956 hasConceptScore W2557980956C149923435 @default.
• W2557980956 hasConceptScore W2557980956C151730666 @default.
• W2557980956 hasConceptScore W2557980956C151956035 @default.
• W2557980956 hasConceptScore W2557980956C162118730 @default.
• W2557980956 hasConceptScore W2557980956C162324750 @default.
• W2557980956 hasConceptScore W2557980956C178350159 @default.
• W2557980956 hasConceptScore W2557980956C185592680 @default.
• W2557980956 hasConceptScore W2557980956C198531522 @default.
• W2557980956 hasConceptScore W2557980956C2777764128 @default.
• W2557980956 hasConceptScore W2557980956C2778136018 @default.
• W2557980956 hasConceptScore W2557980956C2779343474 @default.
• W2557980956 hasConceptScore W2557980956C2779806880 @default.
• W2557980956 hasConceptScore W2557980956C2908647359 @default.
• W2557980956 hasConceptScore W2557980956C33923547 @default.
• W2557980956 hasConceptScore W2557980956C43617362 @default.

• next