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The default risk of firms examined with smooth support vector machines
Härdle, Wolfgang Karl; Lee, Yuh-Jye; Schäfer, Dorothea; … - 2008
In the era of Basel II a powerful tool for bankruptcy prognosis is vital for banks. The tool must be precise but also easily adaptable to the bank's objections regarding the relation of false acceptances (Type I error) and false rejections (Type II error). We explore the suitability of Smooth...
Persistent link: https://www.econbiz.de/10010274139
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The default risk of firms examined with Smooth Support Vector Machines;
Härdle, Wolfgang Karl; Lee, Yuh-Jye; Schäfer, Dorothea; … - 2007
In the era of Basel II a powerful tool for bankruptcy prognosis is vital for banks. The tool must be precise but also easily adaptable to the bank's objections regarding the relation of false acceptances (Type I error) and false rejections (Type II error). We explore the suitability of Smooth...
Persistent link: https://www.econbiz.de/10010274162
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Support Vector Machines: eine neue Methode zum Rating von Unternehmen
Härdle, Wolfgang K.; Moro, Rouslan A.; Schäfer, Dorothea - In: DIW Wochenbericht 71 (2004) 49, pp. 759-765
Die Rekordzahlen an Unternehmensinsolvenzen, die schlechte Ertragslage der deutschen Kreditinstitute in den vergangenen Jahren und der von Basel II ausgehende Druck zur Verwendung von realitätsnahen Ausfallwahrscheinlichkeiten haben es überdeutlich gemacht: Der Bedarf an leistungsfähigen...
Persistent link: https://www.econbiz.de/10011601557
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Adaptive weights clustering of research papers
Adamyan, Larisa; Efimov, Kirill; Chen, Cathy Y.; … - In: Digital Finance 2 (2020) 3-4, pp. 169-187
Persistent link: https://www.econbiz.de/10014504269