Härdle, Wolfgang; Moro, Rouslan A.; Schäfer, Dorothea - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2005
The purpose of this work is to introduce one of the most promising among recentlydeveloped statistical techniques the support vector machine (SVM) to corporate bankruptcy analysis. An SVM is implemented for analysing suchpredictors as financial ratios. A method of adapting it to default...