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Initial Literature Exploration #12

Closed ijyliu closed 6 months ago

ijyliu commented 9 months ago

Review data, NLP sections of

https://pubsonline.informs.org/doi/epdf/10.1287/ijds.2022.00018

Look at how credit risk prediction is defined, what rating agencies are used.

Feel free to search the web/literature more broadly on credit rating prediction, using earnings calls for NLP, etc.

seanzhou1207 commented 9 months ago

How is the credit risk prediction task defined? How can we match up the timeframe of earning calls/credit ratings?

seanzhou1207 commented 9 months ago

How is the credit risk prediction task defined? default v.s. no default source credit rating classification source

How can we match up the timeframe of earning calls/credit ratings? Annual (end of the year) for each company source Year prior to bankruptcy [source] (https://www.sciencedirect.com/science/article/pii/S0957417417302415?casa_token=3FpVYt7l5eUAAAAA:lHU9MtYQUB4K40zPbfXPJvAp8k0HfvKlxlMATmRuqtZvCz7Ih3TU2yMVE_ycMLkjC1WIpCjc)