Term of Award

Fall 2011

Degree Name

Master of Science in Mathematics (M.S.)

Document Type and Release Option

Thesis (open access)

Department

Department of Mathematical Sciences

Committee Chair

Patricia Humphrey

Committee Member 1

Charles Champ

Committee Member 2

John Barkoulas

Abstract

The objective here is first, to improve automatic assignment of industry codes using LSI (lexical processing) by increasing the algorithm efficiency (both computationally and in term of input requirements), then quantify the lender's risk as "distance to default" (higher distance to default indicates default is less likely to occur), estimate the distance to default for each company and combine the results to obtain an estimate of the distance to default for each NAICS code.

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