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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

Scoreverfahren für die Kreditrisikomessung unter Berücksichtigung der Abhängigkeit von Ausfallereignissen

Wania, Robert - 2007 - 1. Aufl.

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Modellierung eines Risikofrüherkennungssystems für das Kreditgeschäft mit mittelständischen Firmenkunden

Kaltofen, Daniel; Möllenbeck, Markus; Stein, Stefan - In: Brennpunkt Kreditgeschäft, (pp. 161-174). 2004

Persistent link: https://www.econbiz.de/10003390168

Generalized additive modeling of the credit risk of Korean personal bank loans

Kim, Young Ah; Moffatt, Peter G.; Peters, Simon A. - In: The journal of credit risk : published quarterly by … 18 (2022) 3, pp. 77-103

Persistent link: https://www.econbiz.de/10013549664

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

Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns

Chen, Shiyi (contributor); Jeong, Kiho (contributor); … - 2008

Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns Abstract: Motivated by the recurrent Neural Networks, this paper proposes a recurrent Support Vector Regression (SVR) procedure to forecast nonlinear ARMA model based simulated data...

Persistent link: https://www.econbiz.de/10003770766

Financial risk forecasting with nonlinear dynamics and support vector regression

Tung, H. K. K.; Wong, Michael C. S. - In: Journal of the Operational Research Society : OR 60 (2009) 5, pp. 685-695

Persistent link: https://www.econbiz.de/10003872394

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