SFB 649 Discussion Paper 2008-005 S FB 6 4 9 E C O N O M I C R I S K B E R L I N The Default Risk of Firms Examined with Smooth Support Vector Machines Wolfgang Härdle* Yuh-Jye...

SFB 649 Discussion Paper 2008-009 Recursive Portfolio Selection with Decision Trees Anton Andriyashin* Wolfgang Härdle* Roman Timofeev* * Humboldt-Universität zu Berlin, Germany This research was supported by the Deutsche Forschungsgemeinschaft through the...

SFB 649 Discussion Paper 2005-060 Portfolio Value at Risk Based on Independent Components Analysis Ying Chen* ** Wolfgang Härdle* Vladimir Spokoiny* ** * CASE - Center for Applied Statistics and Economics, Humboldt-Universität zu Berlin ** Weierstraß -...

SFB 649 Discussion Paper 2006-001 Calibration Risk for Exotic Options Kai Detlefsen* Wolfgang K. Härdle** * CASE - Center for Applied Statistics and Economics, Humboldt-Universität zu Berlin, Germany This research was supported by the Deutsche...