4AltmanE I, KaoDL. Rating drift of highyield bonds[J].Journal o f Fixed Income, 1992,2(3): 15 - 20.
5Altman E I, Bharath S T, Saunders A. Credit ratings and the BIS capital adequacy reform agenda [ J ]. Journal of Banking & Finance, 2002,26(9) :909- 921.
6Nickel P, Perrandin W, Varotto S. Stability of rating transition[J]. Journal of Banking & Finance, 2000,24(2) :203 - 227.
8Grouhy M, Galai D, Mark R. A comparative analysis of current credit risk models [ J ]. Journal of Banking & Finance, 2000,24( 1 ): 59 - 117.
9Hu Y T, Kiesel R, Perraudin W. The estimation of transition matrices for sovereign credit ratings[J ]. Journalof Banking & Finance, 2002,26(6): 1383 - 1406.
10Duffy D E, Santner T J. The statistical analysis of discrete data [M]. Berlin: Springer, 1989. 247 - 251.
3Young-Chan Lee. Application of support vector machines to corporate credit rating prediction[J]. Expert Systems with Applications, 2007,33( 1 ) :67-74.
4Wun-Hwa Chen and Jen-Ying Shih. A study of Taiwan's issuer credit rating systems using support vector machines [ J ]. Expert Systems with Applications, 2006,30(3 ) : 427-435.
5Zan Huang,Hsinchun Chen,Chia-Jung Hsu,Wun-Hwa Chen and Soushan Wu. Credit rating analysis with support vector machines and neural networks :a market comparative study[J]. Decision Support Systems, 2004,37 (4) : 543-558.
6Liang-Hsuan Chen and Tai-Wei Chiou. A fuzzy credit-rating approach for commercial loans:a Taiwan case [J]. Omega, 1999,27 (4) :407-419.
7Young-Chan Lee. Application of support vector machines to corporate credit rating prediction[J].Expert Systems With Applications,2007,(01):67-74.
8Wun-Hwa Chen,Jen-Ying Shih. A study of Taiwan' s issuer credit rating systems using support vector machines[J].Expert Systems With Applications,2006,(03):427-435.
9Zan Huang,Hsinchun Chen,Chia-Jung Hsu,Wun-Hwa Chen Soushan Wu. Credit rating analysis with support vector machines and neural networks:a market comparative study[J].Decision Support Systems,2004,(04):543-558.
10Liang-Hsuan Chen,Tai-Wei Chiou. A fuzzy credit-rating approach for commercial loans:a Taiwan case[J].OMEGA the International Journal of Management Science,1999,(04):407-419.
