2009 Fiscal Year Final Research Report
Study on Japanese corporate ratings by Rating agencies with Artificial Neural Network and Self-organizing Maps
| Project/Area Number |
19530374
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (C)
|
| Allocation Type | Single-year Grants |
|---|
| Section | 一般 |
|---|
| Research Field |
Business administration
|
|---|
| Research Institution | Setsunan University |
|---|
Principal Investigator |
TANAKA Katsuaki Setsunan University, 経営情報学部, 教授 (20155120)
|
|---|
| Co-Investigator(Kenkyū-buntansha) |
KATSUDA Hideki 近畿大学, 経営学部, 教授 (70434850)
|
|---|
| Project Period (FY) |
2007 – 2009
|
| 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 |
|---|
| 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.
|
