Estimation of default probabilities with support vector machines
Shiyi Chen ; Wolfang K. Härdle ; Rouslan A. Moro
| Year of publication: |
2006
|
|---|---|
| Authors: | Chen, Shiyi ; Härdle, Wolfgang ; Moro, Rouslan A. |
| Publisher: |
Berlin : Humboldt-Univ., SFB 649 Economic Risk |
| Subject: | Schadenwahrscheinlichkeit | Risikomanagement | Stochastisches Modell | Bank |
| Extent: | 38 S. : graph. Darst. |
|---|---|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2006,077 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Investition, Finanzierung ; Banken, Versicherungen |
| Source: |
Persistent link: https://www.econbiz.de/10004875454