2010 Fiscal Year Final Research Report
Quantitative Analysis on Company Rankings Using Neural Network
| Project/Area Number |
20530289
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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 |
Public finance/Monetary economics
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| Research Institution | Kinki University |
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Principal Investigator |
KATSUDA Hideki Kinki University, 経営学部, 教授 (70434850)
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| Co-Investigator(Renkei-kenkyūsha) |
TANAKA Katsuaki 摂南大学, 経営情報学部, 教授 (20155120)
HAGIWARA Motohiro 明治大学, 商学部, 教授 (40314348)
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| Project Period (FY) |
2008 – 2010
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| Keywords | ファイナンス / ニューラル・ネットワーク / 格付 / 決定構造 / 定量分析 |
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| Research Abstract |
The purpose of this research was to conduct positive analysis on whether a neural network can function well enough as a method of analyzing the decision structure of ranking. A neural network was used to analyze the determinants of the decision structure of ranking in Moody's Investors Service and Standard & Poor's Corp. of the United States or the ranking research institute and the rating and investment information center of Japan, aiming to elucidate the decision structure of ranking, and was also used to analyze the manufacturing industry. These analyses provided highly accurate information that was found to be much more accurate than the information obtained with the existing analysis method. However, the characteristics of this information in the finance business have not been clarified yet. I would like to continue to research financial institutions using this method in the future.
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