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标题：Sukuk Rating Prediction using Voting Ensemble Strategy
其他标题：Sukuk Rating Prediction using Voting Ensemble Strategy
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作者：Mira Kartiwi ; Teddy Surya Gunawan ; Tika Arundina 等
期刊名称：International Journal of Electrical and Computer Engineering
电子版ISSN：2088-8708
出版年度：2018
卷号：8
期号：1
页码：299-303
DOI：10.11591/ijece.v8i1.pp299-303
语种：English
出版社：Institute of Advanced Engineering and Science (IAES)
摘要：Islamic finance development has grow into a focal point in many countries accros the globe. Sukuk, in particular, an Islamic investment product that has received growing attention from sovereigns, multinational and national organizations from both developed and emerging economies. Its uses has been aimed to finance investments in a varieties of economic activities and development projects. Despite the promising look of Sukuk, currently there is lack of studies had been to examine and predict the rating of the Sukuk. As a result, many practitioners adopted the conventional bond hence ignore the fact that these two instruments are different in nature. In order to fill the gap in the literature, it is the aim of this research to develop an ensemble model that can be used to predict Sukuk rating. The effectiveness of the proposed models were evaluated using dataset on Sukuk issuance for domestic from 2006 to 2016. The results indicate that the overall performance of the ensemble model is fall short behind the induction decision tree (IDT) model. However, the class precision of the ensemble model improved, particularly in predicting the lowest rating of Sukuk.
其他摘要：Islamic finance development has grow into a focal point in many countries accros the globe. Sukuk, in particular, an Islamic investment product that has received growing attention from sovereigns, multinational and national organizations from both developed and emerging economies. Its uses has been aimed to finance investments in a varieties of economic activities and development projects. Despite the promising look of Sukuk, currently there is lack of studies had been to examine and predict the rating of the Sukuk. As a result, many practitioners adopted the conventional bond hence ignore the fact that these two instruments are different in nature. In order to fill the gap in the literature, it is the aim of this research to develop an ensemble model that can be used to predict Sukuk rating. The effectiveness of the proposed models were evaluated using dataset on Sukuk issuance for domestic from 2006 to 2016. The results indicate that the overall performance of the ensemble model is fall short behind the induction decision tree (IDT) model. However, the class precision of the ensemble model improved, particularly in predicting the lowest rating of Sukuk.
关键词：Computer and Informatics;Sukuk; Islamic Bond; Rating; Prediction; Ensemble