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Journal of the Operational Research Society Volume 71, 2020 - Issue 8
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Articles

Machine learning models and cost-sensitive decision trees for bond rating prediction

Sami Ben JabeurInstitute of Management of South Brittany, LEGO laboratory, University of South Brittany, Vannes, France; Correspondence[email protected]
,
Amir SadaaouiDepartment of Finance, ISG Sousse, Sousse, Tunisia;
,
Asma SghaierDepartment of Finance, University of Sousse, Sousse, Tunisia;
&
Riadh AlouiDepartment of Quantitative Methods, ISG Sousse, Sousse, Tunisia
Pages 1161-1179 | Received 24 Jul 2017, Accepted 21 Jan 2019, Published online: 20 Apr 2019

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Jingyue Zhou, Ye Tian, Jian Luo & Qianru Zhai. (2022) Laplacian large margin distribution machine for semi-supervised classification. Journal of the Operational Research Society 73:8, pages 1889-1904.
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Sami Ben Jabeur, Rabeh Khalfaoui & Wissal Ben Arfi. (2021) The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning. Journal of Environmental Management 298, pages 113511.
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Riccardo Rosati, Luca Romeo, Carlos Alfaro Goday, Tullio Menga & Emanuele Frontoni. (2020) Machine Learning in Capital Markets: Decision Support System for Outcome Analysis. IEEE Access 8, pages 109080-109091.
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Lachlan Michalski & Rand Kwong Yew Low. (2021) Corporate credit rating feature importance: Does ESG matter?. SSRN Electronic Journal.
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