Sovereign Rating Analysis through the Dominance-Based Rough Set Approach

• Autorzy: Couto Ayrton Benedito Gaia , Gomes Luiz Flavio Autran Monteiro

Identyfikatory

DOI

10.2478/fcds-2020-0001

• Języki publikacji: EN

Abstrakty

EN

The classifications of risk made by international rating agencies aim at guiding investors when it comes to the capacity and disposition of the evaluated countries to honor their public debt commitments. In this study, the analysis of economic variables of sovereign rating, in a context of vagueness and uncertainty, leads the inference of patterns (multi-criteria rules) by following the Dominance-based Rough Set Approach (DRSA). The discovery of patterns in data may be useful for subsidizing foreign investment decisions in countries; and this knowledge base may be used in rule-based expert systems (learning from training examples).The present study seeks to complement the analysis produced by an international credit rating agency, Standard & Poor’s (S&P), for the year 2018.

Słowa kluczowe

EN

Multi-Criteria Decision Analysis; sovereign rating; Dominance principle; Dominance-based Rough Set Approach

• Wydawca: Wydawnictwo Politechniki Poznańskiej
• Czasopismo: Foundations of Computing and Decision Sciences
• Rocznik: 2020
• Tom: Vol. 45, No. 1
• Strony: 3--16
• Opis fizyczny: Bibliogr 26 poz., tab.

Twórcy

autor

Couto Ayrton Benedito Gaia

• BNDES, Av. Chile, 100, 15th floor, 20391-000, Rio de Janeiro, Brazil

autor

Gomes Luiz Flavio Autran Monteiro

• Ibmec School of Business and Economics, Av. Presidente Wilson, 118, Office # 1110, 20030-020, Rio de Janeiro, Brazil

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2020).