An artificial neural network approach for assigning rating judgements to Italian Small Firms

Autor: Greta Falavigna

Based on new regulations of Basel II Accord in 2004, banks and financial nstitutions have now the possibility to develop internal rating systems with the aim of correctly udging financial health status of firms. This study analyses the situation of I

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______645::9a964ab78cab4a57f5aac2a8837761c6
http://www.digibess.it/fedora/repository/object_download/openbess:TO094-00028/PDF/openbess_TO094-00028.pdf

An artificial neural network approach for assigning rating judgements to Italian Small Firms

Autor: Falavigna G.

Publikováno v: Working paper (CERIS-CNR, Online) (2011).
info:cnr-pdr/source/autori:Falavigna G./titolo:An artificial neural network approach for assigning rating judgements to Italian Small Firms/doi:/rivista:Working paper (CERIS-CNR, Online)/anno:2011/pagina_da:/pagina_a:/intervallo_pagine:/volume

Based on new regulations of Basel II Accord in 2004, banks and financial nstitutions have now the possibility to develop internal rating systems with the aim of correctly udging financial health status of firms. This study analyses the situation of I

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=cnr_________::2dc9cbfad123f274b2411ca49256b042
https://publications.cnr.it/doc/146689

Financial ratings with scarce information: a neural network approach

Autor: Greta Falavigna

Publikováno v: Computing in Economics and Finance, Londra, 15-17 luglio, 2010
info:cnr-pdr/source/autori:Falavigna G./congresso_nome:Computing in Economics and Finance/congresso_luogo:Londra, 15-17 luglio/congresso_data:2010/anno:2010/pagina_da:/pagina_a:/intervallo_pagine
Expert systems with applications 39 (2012): 1784–1792. doi:10.1016/j.eswa.2011.08.074
info:cnr-pdr/source/autori:Falavigna G./titolo:Financial ratings with scarce information: A neural network approach/doi:10.1016%2Fj.eswa.2011.08.074/rivista:Expert systems with applications/anno:2012/pagina_da:1784/pagina_a:1792/intervallo_pagine:1784–1792/volume:39
Salone internazionale del libro, Torino, 13/05/2011
info:cnr-pdr/source/autori:Falavigna G/congresso_nome:Salone internazionale del libro/congresso_luogo:Torino/congresso_data:13%2F05%2F2011/anno:2011/pagina_da:/pagina_a:/intervallo_pagine

On a wake of Basel II Accord in 2004, banks and financial institutions can build an internal rating system. This work focuses on Italian small firms that are more hard to judge because quite often financial data are not simply available. The aim of t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::132092fc39b2ff0f3335181ef1202ed8
https://publications.cnr.it/doc/118941