Support vector regression for loss given default modelling
Xiao Yao; Jonathan Crook; Galina Andreeva
| Year of publication: |
2015
|
|---|---|
| Authors: | Yao, Xiao ; Crook, Jonathan N. ; Andreeva, Galina |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 240.2015, 2 (16.1.), p. 528-538
|
| Subject: | Support vector regression | Loss given default | Recovery rate | Credit risk modelling | Kreditrisiko | Credit risk | Theorie | Theory | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Mustererkennung | Pattern recognition | Kreditwürdigkeit | Credit rating | Insolvenz | Insolvency |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010487012