{"id":"https://openalex.org/W2768832005","doi":"https://doi.org/10.1007/978-981-10-5687-1_73","title":"Soft Computing of Credit Risk of Bond Portfolios","display_name":"Soft Computing of Credit Risk of Bond Portfolios","publication_year":2017,"publication_date":"2017-11-24","ids":{"openalex":"https://openalex.org/W2768832005","doi":"https://doi.org/10.1007/978-981-10-5687-1_73","mag":"2768832005"},"language":"en","primary_location":{"id":"doi:10.1007/978-981-10-5687-1_73","doi":"https://doi.org/10.1007/978-981-10-5687-1_73","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-981-10-5687-1_73","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5365","issn":["2194-5365","2194-5357"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Intelligent Systems and Computing","raw_type":"book-chapter"},"volume":{"id":"https://openalex.org/W2768248816","display_name":"Soft Computing: Theories and Applications"},"type":"book-chapter","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5077765905","display_name":"Ravindran Ramasamy","orcid":"https://orcid.org/0000-0001-7032-8990","observed_orcids":["https://orcid.org/0000-0001-7032-8990"]},"institutions":[{"id":"https://openalex.org/I207206903","display_name":"Universiti Tun Abdul Razak","ror":"https://ror.org/01m91v580","country_code":"MY","type":"education","lineage":["https://openalex.org/I207206903"]}],"countries":["MY"],"is_corresponding":true,"raw_author_name":"Ravindran Ramasamy","raw_affiliation_strings":["Graduate School of Business, University Tun Abdul Razak, Kuala Lumpur, Malaysia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Graduate School of Business, University Tun Abdul Razak, Kuala Lumpur, Malaysia","institution_ids":["https://openalex.org/I207206903"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5065406362","display_name":"Bavani Chandra Kumar","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I207206903","display_name":"Universiti Tun Abdul Razak","ror":"https://ror.org/01m91v580","country_code":"MY","type":"education","lineage":["https://openalex.org/I207206903"]}],"countries":["MY"],"is_corresponding":false,"raw_author_name":"Bavani Chandra Kumar","raw_affiliation_strings":["Graduate School of Business, University Tun Abdul Razak, Kuala Lumpur, Malaysia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Graduate School of Business, University Tun Abdul Razak, Kuala Lumpur, Malaysia","institution_ids":["https://openalex.org/I207206903"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5090229989","display_name":"Siti Balqis Mohd Saldi","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I207206903","display_name":"Universiti Tun Abdul Razak","ror":"https://ror.org/01m91v580","country_code":"MY","type":"education","lineage":["https://openalex.org/I207206903"]}],"countries":["MY"],"is_corresponding":false,"raw_author_name":"Siti Balqis Mohd Saldi","raw_affiliation_strings":["Graduate School of Business, University Tun Abdul Razak, Kuala Lumpur, Malaysia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Graduate School of Business, University Tun Abdul Razak, Kuala Lumpur, Malaysia","institution_ids":["https://openalex.org/I207206903"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5077765905"],"corresponding_institution_ids":["https://openalex.org/I207206903"],"apc_list":null,"apc_paid":null,"fwci":1.9916,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.83478513,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":93},"biblio":{"volume":null,"issue":null,"first_page":"815","last_page":"828"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9907000064849854,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9907000064849854,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.003700000001117587,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0020000000949949026,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/credit-risk","display_name":"credit risk","score":0.7940000295639038},{"id":"https://openalex.org/keywords/bond-portfolios","display_name":"bond portfolios","score":0.9900000095367432},{"id":"https://openalex.org/keywords/credit-rating-migration","display_name":"credit rating migration","score":0.6890000104904175},{"id":"https://openalex.org/keywords/transition-probabilities","display_name":"transition probabilities","score":0.9620000123977661},{"id":"https://openalex.org/keywords/mahalanobis-distance","display_name":"Mahalanobis distance","score":1.0},{"id":"https://openalex.org/keywords/credit-risk-hedging","display_name":"credit risk hedging","score":0.8149999976158142},{"id":"https://openalex.org/keywords/mutual-fund-investment","display_name":"mutual fund investment","score":0.5680000185966492}],"concepts":[{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.6650367379188538},{"id":"https://openalex.org/C1921717","wikidata":"https://www.wikidata.org/wiki/Q1334846","display_name":"Mahalanobis distance","level":2,"score":0.6640345454216003},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.6616748571395874},{"id":"https://openalex.org/C205208723","wikidata":"https://www.wikidata.org/wiki/Q372765","display_name":"Credit rating","level":2,"score":0.6538106203079224},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6138333082199097},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.5197879076004028},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.49163228273391724},{"id":"https://openalex.org/C44309892","wikidata":"https://www.wikidata.org/wiki/Q691313","display_name":"Credit derivative","level":3,"score":0.4796046018600464},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4700542688369751},{"id":"https://openalex.org/C112846952","wikidata":"https://www.wikidata.org/wiki/Q1810265","display_name":"Structured finance","level":3,"score":0.4605746269226074},{"id":"https://openalex.org/C165029466","wikidata":"https://www.wikidata.org/wiki/Q13402911","display_name":"Credit spread (options)","level":3,"score":0.43773549795150757},{"id":"https://openalex.org/C1453916","wikidata":"https://www.wikidata.org/wiki/Q2577635","display_name":"Bond credit rating","level":4,"score":0.41142377257347107},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4069848954677582},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.36003321409225464},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.29262077808380127},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2706921696662903},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2641317844390869},{"id":"https://openalex.org/C24308983","wikidata":"https://www.wikidata.org/wiki/Q5183781","display_name":"Credit reference","level":3,"score":0.17144709825515747},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.12352460622787476},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.10647127032279968},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-981-10-5687-1_73","doi":"https://doi.org/10.1007/978-981-10-5687-1_73","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-981-10-5687-1_73","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5365","issn":["2194-5365","2194-5357"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Intelligent Systems and Computing","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W31264626","https://openalex.org/W652819347","https://openalex.org/W1504766719","https://openalex.org/W1533819021","https://openalex.org/W1570332806","https://openalex.org/W1995366447","https://openalex.org/W2062527942","https://openalex.org/W2065106919","https://openalex.org/W2095036150","https://openalex.org/W2109516041","https://openalex.org/W2113832560","https://openalex.org/W2114094508","https://openalex.org/W2127589278","https://openalex.org/W2153748250","https://openalex.org/W2214861223","https://openalex.org/W2511938205","https://openalex.org/W2552119250","https://openalex.org/W2970554532","https://openalex.org/W3121341153","https://openalex.org/W3121739776","https://openalex.org/W3123829312","https://openalex.org/W3126107135","https://openalex.org/W4244548826"],"related_works":["https://openalex.org/W107451193","https://openalex.org/W1802656932","https://openalex.org/W566973667","https://openalex.org/W2766212140","https://openalex.org/W78011536","https://openalex.org/W2552146073","https://openalex.org/W2078904709","https://openalex.org/W4400336481","https://openalex.org/W1574769402","https://openalex.org/W3091748894"],"abstract_inverted_index":null,"counts_by_year":[{"year":2018,"cited_by_count":1}],"updated_date":"2026-11-12T12:28:57.059296","created_date":"2017-12-04T00:00:00"}