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Application of Neural Networks to House Pricing and Bond Rating

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  • Daniëls, H.A.M.

    (Tilburg University, School of Economics and Management)

  • Kamp, B.

    (Tilburg University, School of Economics and Management)

  • Verkooijen, W.J.H.

Abstract

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Suggested Citation

  • Daniëls, H.A.M. & Kamp, B. & Verkooijen, W.J.H., 1997. "Application of Neural Networks to House Pricing and Bond Rating," Other publications TiSEM a84dd378-e180-4f07-a2dc-e, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:a84dd378-e180-4f07-a2dc-e93524ed7bee
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    References listed on IDEAS

    as
    1. West, Rr, 1970. "Alternative Approach To Predicting Corporate Bond Ratings," Journal of Accounting Research, Wiley Blackwell, vol. 8(1), pages 118-125.
    2. Verkooijen, W.J.H., 1996. "Neural networks in economic modelling : An empirical study," Other publications TiSEM ac7fb331-dff8-4337-a488-7, Tilburg University, School of Economics and Management.
    3. Altman, Edward I. & Marco, Giancarlo & Varetto, Franco, 1994. "Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)," Journal of Banking & Finance, Elsevier, vol. 18(3), pages 505-529, May.
    4. Pinches, George E & Mingo, Kent A, 1973. "A Multivariate Analysis of Industrial Bond Ratings," Journal of Finance, American Finance Association, vol. 28(1), pages 1-18, March.
    5. Peavy, John III & Edgar, S. Michael, 1982. "Long-run implications of industrial bond ratings as risk surrogates," Journal of Economics and Business, Elsevier, vol. 34(4), pages 331-341.
    6. Horrigan, Jo, 1966. "Determination Of Long-Term Credit Standing With Financial Ratios," Journal of Accounting Research, Wiley Blackwell, vol. 4, pages 44-62.
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    Cited by:

    1. Manzoni, Katiuscia, 2004. "Modeling Eurobond credit ratings and forecasting downgrade probability," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 277-300.

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