Essays about: "ordered probit model"

Showing result 1 - 5 of 10 essays containing the words ordered probit model.

  1. 1. Risky Business - Modelling Distress on the Swedish Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Johanna Hallstedt; Kajsa Öström; [2018]
    Keywords : Distress risk; credit ratings; ordered probit model; distress risk premium; Nasdaq Stockholm; Business and Economics;

    Abstract : Financial distress is costly for a company and affects many stakeholders. Although models of distress and default have been constructed and developed by researchers for a long time, a model adapted to the unique characteristics of the Swedish market is still missing. READ MORE

  2. 2. Social capital as a determinant of farmlevel sustainable land management adoption : a case study of smallholder farmers in Northern Benin

    University essay from SLU/Dept. of Economics

    Author : Olivia Riemer; [2018]
    Keywords : sustainable land management; social capital; agricultural technology adoption; principal component analysis; ordered probit model; benin;

    Abstract : In many developing countries high rates of farmland degradation contribute to the low performance of smallholder agriculture and pose serious policy challenges. Despite promotion efforts by government and non-governmental organizations adoption of improved agricultural production technologies remains low in Sub-Saharan Africa. READ MORE

  3. 3. The Effect Of An Unexpected Wealth Shock On Willingness To Takes Risks

    University essay from Göteborgs universitet/Graduate School

    Author : Erik Haglund Johansson; Tim Strassburger; [2017-07-28]
    Keywords : ;

    Abstract : MSc in Economics.... READ MORE

  4. 4. Predicting Corporate Credit Ratings: A Comparative Study Between Ordered Probit, Neural Network and Random Forest

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Daniel Larsson; Filip Wikander; [2017]
    Keywords : Credit ratings; Machine learning; Ordered probit; Random Forest; Neural network;

    Abstract : This thesis compares the prediction accuracy for corporate credit ratings between three different models. The two first models, a traditional statistical model called ordered probit and a machine learning model called artificial neural network has been used with success before. READ MORE

  5. 5. Assesing counterparty risk classification using transition matrices : Comparing models' predictive ability

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik; Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Sebastian Pörn; Arvid Rönnblom; [2017]
    Keywords : Transition Matrices; Probability of default; Credit risk; one- parameter model; ordered probit model.;

    Abstract : An important part when managing credit risk is to assess the probability of default of different counterparties. Increases and decreases in such probabil- ities are central components in the assessment, and this is where transition matrices become useful. READ MORE