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Estimating probabilities of default with support vector machines
Härdle, Wolfgang (contributor); Moro, Rouslan (contributor) - 2007
tested. -- Bankruptcy ; Company rating ; Default probability ; Support vector machines …
Persistent link: https://www.econbiz.de/10003633940
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Graphical data representation in bankruptcy analysis
Härdle, Wolfgang (contributor);  … - 2006
Graphical data representation is an important tool for model selection in bankruptcy analysis since the problem is …
Persistent link: https://www.econbiz.de/10003324316
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The Default Risk of Firms Examined with Smooth Support Vector Machines
Härdle, Wolfgang; Lee, Yuh-Jye; Schäfer, Dorothea; … - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2007
In the era of Basel II a powerful tool for bankruptcy prognosis isvital for banks. The tool must be precise but also …
Persistent link: https://www.econbiz.de/10005860752
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Estimating Probabilities of Default With Support Vector Machines
Härdle, Wolfgang; Moro, Rouslan; Schäfer, Dorothea - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 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/10005861009
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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
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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/10010275865
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Estimating Probabilities of Default With Support Vector Machines
Härdle, Wolfgang; Moro, Rouslan; Schäfer, Dorothea - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 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/10005207929
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Estimating probabilities of default with support vector machines
Härdle, Wolfgang Karl; Moro, Rouslan A.; Schäfer, Dorothea - Deutsche Bundesbank - 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/10005082805
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Estimating probabilities of default with support vector machines
Härdle, Wolfgang (contributor);  … - 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/10003608864
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Restructuring know-how and collateral
Schäfer, Dorothea - 2002
A close relationship often involves lenders in workouts for their distressed clients. Since restructuring activities … need special expertise, banks must have previously ac- cumulated restructuring know-how. We analyze the factors which … induce banks to invest in restructuring know-how and explore the relationship between restructuring know-how and outside …
Persistent link: https://www.econbiz.de/10011429129