Forecasting country risk ratings using a neural network

作者: J.C. Cosset , J. Roy

DOI: 10.1109/HICSS.1990.205274

关键词:

摘要: The performance is examined of a neural network at predicting institutional investors' country risk ratings using eight economic indicators. trained on the period 1983-5 with backpropagation-of-error algorithm. It then tested data for 1986 and results are compared logistic regression model. evidence confirms potential method applications. >

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