Chen, Shiyi; Härdle, Wolfgang; Moro, Rouslan - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
propose the so called Support Vector Machine (SVM) to estimate default probabilities of German firms. Our analysis is based on … inventories. Based on the performance measures, the SVM tool can predict a firms default risk and identify the insolvent firm more … classifying ability of SVM appears to be superior over a wide range of the SVM parameters. Based on the nonparametric Nadaraya …