A predictive model of sovereign investment grade using machine learning and natural language processing

Rating agencies like Moody’s, Standard and Poor’s and Fitch rate sovereign assets based on mathematical analysis of economic, social and political factors and expert judgment. According to the rating, sovereign can be classified as having investment grade or speculative status. Having an investor gr...

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Bibliographic Details

Main Author:	Landaberry, María Victoria (author)
Other Authors:	Nakasone, Kenji (author), Pérez, Johann (author), Posada, María del Pilar (author)
Format:	masterThesis
Language:	English
Published:	2022
Subjects:	Sovereign risk Rating agencies Sovereign rating criteria Macroeconomic variables Text analysis Natural language processing Machine learning Ciencias Naturales y Exactas Ciencias de la Computación e Información
Online Access:	https://hdl.handle.net/20.500.12381/4004
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