Härdle, Wolfgang; Moro, Rouslan; Hoffmann, Linda - 2010
focus of predictions is mainly if a company will default or not. A support vector machine (SVM) is one learning method which … to one group and the rest to another group. Estimation of the probability of default (PD) values can be calculated from … by allowing them to be more aware of their risk when lending money. -- Support Vector Machine ; Bankruptcy ; Default …