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Support vector regression for loss given default modelling

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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

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Scoreverfahren für die Kreditrisikomessung unter Berücksichtigung der Abhängigkeit von Ausfallereignissen

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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

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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