Credit risk prediction using support vector machines
Jan-Henning Trustorff; Paul Markus Konrad; Jens Leker
| Year of publication: |
2011
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|---|---|
| Authors: | Trustorff, Jan-Henning ; Konrad, Paul Markus ; Leker, Jens |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 36.2011, 4, p. 565-581
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| Subject: | Support vector machines | Credit risk prediction | Default classification | Estimation of probabilities of default | Training sample size | Accounting data | Kreditrisiko | Credit risk | Mustererkennung | Pattern recognition | Kreditwürdigkeit | Credit rating | Prognoseverfahren | Forecasting model | Insolvenz | Insolvency | Theorie | Theory | Schätzung | Estimation | Klassifikation | Classification |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009272384