Credit default prediction using a support vector machine and a probabilistic neural network
Mohammad Zoynul Abedin, Chi Guotai, Sisira Colombage and Fahmida-E-Moula
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Abedin, Mohammad Zoynul ; Chi, Guotai ; Colombage, Sisira ; Moula, Fahmida E. |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 14.2018, 2, p. 1-27
|
| Subject: | financial risk management | credit default prediction (CDP) | support vector machine (SVM) | probabilistic neural network (PNN) | performance criteria | discovering unseen features | Neuronale Netze | Neural networks | Mustererkennung | Pattern recognition | Prognoseverfahren | Forecasting model | Kreditwürdigkeit | Credit rating | Theorie | Theory | Kreditrisiko | Credit risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCR.2017.233 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011917538