Term of Award
Master of Science in Mathematics (M.S.)
Document Type and Release Option
Thesis (open access)
Copyright Statement / License for Reuse
This work is licensed under a Creative Commons Attribution 4.0 License.
Department of Mathematical Sciences
Committee Member 1
Committee Member 2
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.
Ouedraogo, Jerome, "Credit Rating and Assignment of Naics Codes Using Lsi Method" (2011). Electronic Theses and Dissertations. 671.
Research Data and Supplementary Material