Härdle, Wolfgang; Moro, Rouslan A.; Schäfer, Dorothea - 2007
SFB 649 Discussion Paper 2007-035
Estimating Probabilities
of Default With
Support Vector Machines
Wolfgang Härdle*
Rouslan Moro**
Dorothea Schäfer***
* Humboldt-Universität zu Berlin, Germany
** Humboldt-Universität zu Berlin & DIW Berlin, Germany
*** DIW...