Härdle, Wolfgang; Lee, Yuh-Jye; Schäfer, Dorothea; … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
the decision task of loan o–cers.
Keywords: Insolvency Prognosis, SVMs, Statistical Learning Theory,
Non … SSVM-variants.
There are basically three distinct approaches to predict the risk of de-
fault: option theory … concentrate on SVMs exclusively.
SVM is a relatively new technique and builds on the principles of sta-
tistical learning theory …