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Consumer bankruptcy, mortgage default and labor supply

Li, Wenli; Meghir, Costas; Oswald, Florian - 2022

Persistent link: https://www.econbiz.de/10013162691

Estimating probabilities of default with support vector machines

Härdle, Wolfgang Karl; Moro, Rouslan A.; Schäfer, Dorothea - 2007

This paper proposes a rating methodology that is based on a non-linear classification method, the support vector machine, and a non-parametric technique for mapping rating scores into probabilities of default. We give an introduction to underlying statistical models and represent the results of...

Persistent link: https://www.econbiz.de/10010295937

Estimating probabilities of default with support vector machines

Härdle, Wolfgang Karl; Moro, Rouslan A.; Schäfer, Dorothea - 2007

Persistent link: https://www.econbiz.de/10010275865

Learning machines supporting bankruptcy prediction

Härdle, Wolfgang Karl; Moro, Rouslan A.; Hoffmann, Linda - 2010

In many economic applications it is desirable to make future predictions about the financial status of a company. The focus of predictions is mainly if a company will default or not. A support vector machine (SVM) is one learning method which uses historical data to establish a classification...

Persistent link: https://www.econbiz.de/10010275893

An anatomy of U.S. personal bankruptcy under Chapter 13

Eraslan, Hülya; Koşar, Gizem; Li, Wenli; Sarte, … - 2016

We build a structural model of Chapter 13 bankruptcy that captures salient features of personal bankruptcy under … Chapter 13. We estimate our model using a novel data set that we construct from bankruptcy court dockets recorded in Delaware … 13 outcomes under the restrictions imposed by the bankruptcy law. We use the estimated model to conduct policy …

Persistent link: https://www.econbiz.de/10011419852