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An investigation of the effect of variable reduction on classification accuracy rates of consumer loans

Zurada, Jozef - In: Review of business information systems 17 (2013) 4, pp. 135-139

Persistent link: https://www.econbiz.de/10010231895

Support vector regression for loss given default modelling

Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 240 (2015) 2, pp. 528-538

Persistent link: https://www.econbiz.de/10010487012

A coherent framework for predicting emerging market credit spreads with support vector regression

Anderson, Gary S.; Audzeyeva, Alena - 2019

variables motivated by economic theory, we apply our framework to identify relatively small sets of SVR models with su perior … limited to the country-specific credit-spread-curve factors, lending some support to the rational expectation theory of the …

Persistent link: https://www.econbiz.de/10012182398

Prediction of corporate credit ratings with machine learning : simple interpretative models

Galil, Koresh; Hauptman, Ami; Rosenboim, Rosit Levy - In: Finance research letters 58 (2023) 4, pp. 1-8

Persistent link: https://www.econbiz.de/10014633496

Prediction of corporate credit ratings with machine learning : simple interpretative models

Galil, Koresh; Hauptman, Ami; Rosenboim, Rosit Levy - 2023

Persistent link: https://www.econbiz.de/10014634152

Peer-to-peer lending default prediction model : a credit scoring application with social media data

Faturohman, Taufik; Wiryono, Sudarso Kaderi; Khilfah, … - In: International journal of monetary economics and finance … 17 (2024) 2/3, pp. 189-200

Persistent link: https://www.econbiz.de/10015066133

Estimating probabilities of default with support vector machines

Härdle, Wolfgang (contributor); Moro, Rouslan (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...