Härdle, Wolfgang; Moro, Rouslan A.; Schäfer, Dorothea - 2007
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Abstract
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 … tested.
JEL classification: C14; G33; C45
Keywords: Bankruptcy; Company rating; Default probability; Support vector
machines …
