Application of sensitivity analysis to neural network determination of financial variable relationships

E. S. Gillespie and R. N. Wilson

Applied Stochastic Models and Data Analysis, 1997, vol. 13, issue 3‐4, 409-414

Abstract: This paper considers the application of artificial neural networks to determine the relationships between the bond rating of the financial variables of the major companies of the U.S.A. Owing to the high correlation between some of the financial variables, the inputs to the neural network are in principal component form. A pattern of limiting sensitivity has been found. © 1998 John Wiley & Sons, Ltd.

Date: 1997
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https://doi.org/10.1002/(SICI)1099-0747(199709/12)13:3/43.0.CO;2-V

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:13:y:1997:i:3-4:p:409-414

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