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SSRN 4765632 by thanhtai0175 is a document available to read on EtoBox.

The document presents a novel Transformer-long short-term memory (T-LSTM) model aimed at improving the accuracy and interpretability of corporate credit rating classification by effectively leveraging time-series features. The T-LSTM model demonstrates superior performance compared to traditional machine learning methods, while also providing insights into the significance of specific financial statements over time. This study highlights the importance of interpretability in machine learning models used for

Author

thanhtai0175

Language

EN