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All Journal International Journal of Electrical and Computer Engineering
Mohd Azmi Omar
International Centre for Education in Islamic Finance
Computer Science & IT Electrical & Electronics Engineering

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Sukuk Rating Prediction using Voting Ensemble Strategy Mira Kartiwi; Teddy Surya Gunawan; Tika Arundina; Mohd Azmi Omar
International Journal of Electrical and Computer Engineering (IJECE) Vol 8, No 1: February 2018
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (192.942 KB) | DOI: 10.11591/ijece.v8i1.pp299-303

Abstract

Islamic finance development has grown 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 i duction decision tree (IDT) model. However, the class precision of the ensemble model improved, particularly in predicting the lowest rating of Sukuk.
Co-Authors Mira Kartiwi Teddy Surya Gunawan Tika Arundina