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Sovereign Rating Analysis through the Dominance-Based Rough Set Approach Cover

Sovereign Rating Analysis through the Dominance-Based Rough Set Approach

Open Access
|Mar 2020

Abstract

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.

DOI: https://doi.org/10.2478/fcds-2020-0001 | Journal eISSN: 2300-3405 | Journal ISSN: 0867-6356
Language: English
Page range: 3 - 16
Submitted on: Nov 21, 2018
Accepted on: Dec 5, 2019
Published on: Mar 27, 2020
Published by: Poznan University of Technology
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2020 Ayrton Benedito Gaia Do Couto, Luiz Flavio Autran Monteiro Gomes, published by Poznan University of Technology
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.