Plakandaras, Vasilios; Gkonkas, Periklēs; … - In: International Journal of Financial Studies : open … 8 (2020) 3/49, pp. 1-15
Support Vector Machines (SVM) models, given that the latter originates from the area of machine learning and is gaining … popularity among economists and CRAs. Our results show that the most accurate, in terms of in-sample forecasting, is an SVM model … coupled with the nonlinear RBF kernel that identifies correctly 91.07% of the banks' ratings, using only 8 explanatory …