Banking is a popular topic for empirical and methodological research that applies
operational research (OR) and artificial intelligence (AI) methods. This article provides a …

Abstract After 2007–2008 crisis, it is clear that corporate credit scoring is becoming a key
role in credit risk management. In this paper, we investigate the performances of credit …

This study proposes an information asymmetry hypothesis to examine why bank credit
ratings vary among countries even when bank financial ratios remain constant. Countries …

In this paper we propose a new ordinal logistic regression model (OLMIDAS) that allows the
inclusion of independent variables at higher frequencies than that of the dependent variable …

The accuracy of sovereign credit ratings renewed interest toward sovereign credit ratings in
the aftermath of the 2008 financial crisis. The controversy over the accuracies encouraged …

This is an analysis of South Africa's (SA) sovereign credit rating (SCR) using Naïve Bayes, a
Machine learning (ML) technique. Quarterly data from 1999 to 2018 of macroeconomic …

Identification of intrinsic characteristics and structure of high-dimensional data is an
important task for financial analysis. This paper presents a kernel entropy manifold learning …

Dimensionality reduction methods have shown their usefulness for both supervised and
unsupervised tasks in a wide range of application domains. Several linear and nonlinear …

Harmful algal blooms during the eutrophication process produce toxins, such as
microcystins (MCs), which endanger the ecosystems and human health. Accurate …

Following the 2007–2008 global financial crisis, regulators introduced a series of
supervisory tools for the closer monitoring of financial institutions. Among them, stress tests …