A novel two-stage hybrid default prediction model with k-means clustering and support vector domain description
Kunpeng Yuan, Guotai Chi, Ying Zhou, Hailei Yin
| Year of publication: |
2022
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|---|---|
| Authors: | Yuan, Kunpeng ; Chi, Guotai ; Zhou, Ying ; Yin, Hailei |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 59.2022, p. 1-24
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| Subject: | Big data | Default prediction | K-means clustering | Optimal cluster number | Optimal kernel function | Support vector domain description | Prognoseverfahren | Forecasting model | Clusteranalyse | Cluster analysis | Big Data | Data Mining | Data mining | Regionales Cluster | Regional cluster | Kreditrisiko | Credit risk | Theorie | Theory | Mustererkennung | Pattern recognition |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101536 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013402102