Papadimitriou, Theophilos; Gogas, Periklis; … - In: International Journal of Computational Economics and … 3 (2013) 1/2, pp. 83-90
We propose a support vector machine (SVM)-based structural model to forecast the collapse of banking institutions in the USA using publicly disclosed information from their financial statements on a four-year rolling window. In our approach, the optimum input variable set is defined from a large...