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Tuning support vector machines for minimax and Neyman-Pearson classification
Scott, Clayton D.; Baraniuk, Richard G.; Davenport, Mark A. - 2008
This paper studies the training of support vector machine (SVM) classifiers with respect to the minimax and Neyman-Pearson criteria. In principle, these criteria can be optimized in a straightforward way using a cost-sensitive SVM. In practice, however, because these criteria require especially...
Persistent link: https://www.econbiz.de/10009441975
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Evaluation Of Support Vector Machine Based Forecasting Tool In Electricity Price Forecasting For Australian National Electricity Market Participants
Sansom, D. C.; Downs, T.; Saha, T. K. - 2002
In this paper, we present an analysis of the results of a study into wholesale (spot) electricity price forecasting utilising Neural Networks (NNs) and Support Vector Machines (SVM). Frequent regulatory changes in electricity markets and the quickly evolving market participant pricing (bidding)...
Persistent link: https://www.econbiz.de/10009448051
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Bankruptcy prediction with support vector machines
Önder, Ceren - 2010
Diese Arbeit untersucht die Anwendung von Support Vektor Machines (SVMs) zur Vorhersage der Insolvenz von deutschen Unternehmen. Die Vorhersage basiert auf 24 finanziellen Kennzahlen, die in vier Kategorien unterteilt sind: Profitabilität, Fremdfinanzierung, Liquidität und Aktivität. SVMs...
Persistent link: https://www.econbiz.de/10009467053
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Analysis of the Capital Structure of German Companies with the SSA and SVM
Pohlmann, Tim Fabien - 2007
This thesis presents and compares the performance of two recently developed classification methods namely the Spatial Stagewise Aggregation procedure and Support Vector Machines. Both techniques are convenient for the application to corporate bankruptcy analysis, in terms of calculation of...
Persistent link: https://www.econbiz.de/10009467058
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Soft margin estimation for automatic speech recognition
Li, Jinyu - 2008
In this study, a new discriminative learning framework, called soft margin estimation (SME), is proposed for estimating the parameters of continuous density hidden Markov models (HMMs). The proposed method makes direct use of the successful ideas of margin in support vector machines to improve...
Persistent link: https://www.econbiz.de/10009475793
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Nonparametric quantile estimation
Takeuchi, Ichiro; Le, Quoc; Sears, Timothy; Smola, Alexander - 2006
In regression, the desired estimate of y|x is not always given by a conditional mean, althoughthis is most common. Sometimes one wants to obtain a good estimate that satisfies the propertythat a proportion, t, of y|x, will be below the estimate. For t = 0.5 this is an estimate of themedian. What...
Persistent link: https://www.econbiz.de/10009451283
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Development and structuring of commercial mortgage-backed securities in Australia
Chikolwa, Bwembya - 2008
According to the Reserve Bank of Australia (2006) the increased supply of Commercial Mortgage-Backed Securities (CMBS), with a range of subordination, has broadened the investor base in real estate debt markets and reduced the commercial property sector’s dependence on bank financing The CMBS...
Persistent link: https://www.econbiz.de/10009437644
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Preferred Stock and the Debt-Equity Hybrid Puzzle: An Analysis Using Credit Ratings
Tse, Senyo (contributor); McAnally, Mary L. (contributor) - 2011
This study investigates the effect of preferred stock on the credit ratings assessed by professional credit analysts. Preferred stock inherently contains both features of debt and equity financing. Hence, the nature of preferred stock has presented a puzzle to the efforts of accounting...
Persistent link: https://www.econbiz.de/10009465160
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Paskolos gavėjo kreditingumo įvertinimas
Aleknevičienė, Vilijatestas; Jatkūnaitė, Dalia - 2005
Rendering of the loans is one of the main activities of commercial banks, giving the largest income, but at the same … in time and to gain a profit as more as possible commercial banks should give the loans only to the reliable clients …. It is necessary to be done in order to solve the main problem in the banks – to make a compromise between risk and …
Persistent link: https://www.econbiz.de/10009478970
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ESSAYS ON FORCES UNDERLYING 2008 FINANCIAL CRISIS: CREDIT RATING AGENCIES AND INVESTOR SENTIMENT
Alp, Aysun - 2010
The roots of the 2008 financial crisis are often traced back to the collapse of the housing bubble. The factors that precipitated the crisis, and propagated its effects on firms and consumers to produce an economic contraction, are still the subject of ongoing debate among academics, policy...
Persistent link: https://www.econbiz.de/10009450957