Sovereign Rating Analysis through the Dominance-Based Rough Set Approach

Autor: Couto Ayrton Benedito Gaia Do, Gomes Luiz Flavio Autran Monteiro
Jazyk: angličtina
Rok vydání: 2020
Předmět:
Zdroj: Foundations of Computing and Decision Sciences, Vol 45, Iss 1, Pp 3-16 (2020)
Druh dokumentu: article
ISSN: 2300-3405
75780186
DOI: 10.2478/fcds-2020-0001
Popis: The classifications of risk made by international rating agencies aim at guiding investors when it comes to the capacity and disposition of the evaluated countries to honor their public debt commitments. In this study, the analysis of economic variables of sovereign rating, in a context of vagueness and uncertainty, leads the inference of patterns (multi-criteria rules) by following the Dominance-based Rough Set Approach (DRSA). The discovery of patterns in data may be useful for subsidizing foreign investment decisions in countries; and this knowledge base may be used in rule-based expert systems (learning from training examples).The present study seeks to complement the analysis produced by an international credit rating agency, Standard & Poor’s (S&P), for the year 2018.
Databáze: Directory of Open Access Journals