Study on Japanese corporate ratings by Rating agencies with Artificial Neural Network and Self-organizing Maps
| Project/Area Number |
19530374
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Business administration
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| Research Institution | Setsunan University |
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Principal Investigator |
TANAKA Katsuaki Setsunan University, 経営情報学部, 教授 (20155120)
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| Co-Investigator(Kenkyū-buntansha) |
KATSUDA Hideki 近畿大学, 経営学部, 教授 (70434850)
竹田 英二 大阪大学, 大学院・経済学研究科, 教授 (80106624)
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| Project Period (FY) |
2007 – 2009
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| Project Status |
Completed (Fiscal Year 2009)
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| Budget Amount *help |
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2009: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2008: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2007: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
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| Keywords | 格付 / ニューラル / ネットワーク / 自己組織化マップ / クラスター分析 / 格付け / 格付機関 / ニューラル・ネットワーク / 主成分分析 / ニューラルネットワーク / 回帰分析 |
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| Research Abstract |
We tried to verify that artificial neural network will be stronger tool to simulate only using quantitative variables the corporate ratings that was determined by the corporate agencies using quantitative and qualitative variables in Japan. We are able to make clear the factors that make strong results to the corporate ratings. In order to raise the accuracy, We expected and tried to use the Cluster analysis and self organizing map. But we were not able to get better results.
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Report
(4 results)
Research Products
(19 results)
