Created by W.Langdon from gp-bibliography.bib Revision:1.8028
When a company issues traded debt (e.g. bonds), it must obtain a credit rating for the issue from at least one recognised rating agency (Standard and Poor's (S&P), Moody's and Fitches'). The credit rating represents an agency's opinion, at a specific date, of the credit worthiness of a borrower in general (a bond-issuer credit-rating), or in respect of a specific debt issue (a bond credit rating). These ratings impact on the borrowing cost, and the marketability of issued bonds. Although several studies have examined the potential of both statistical and machine-learning methodologies for credit rating prediction [3-6], many of these studies used relatively small sample sizes, making it difficult to generalise strongly from their findings. This study by contrast, uses a large dataset of 791 firms, and introduces pi GE to this domain.",
Genetic Programming entries for Anthony Brabazon Michael O'Neill