Shiyi, Chen; Härdle, Wolfgang K.; Moro, Rouslan Arthur - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2006
Predicting default probabilities is important for firms and banks to operate successfully and to estimate their … propose the so called Support Vector Machine (SVM) to estimate default probabilities of German firms. Our analysis is based on … inventories. Based on the performance measures, the SVMtool can predict a firms default risk and identify the insolvent firm more …