Credit risk prediction using support vector machines
Year of publication: |
2011
|
---|---|
Authors: | Trustorff, Jan-Henning ; Konrad, Paul ; Leker, Jens |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 36.2011, 4, p. 565-581
|
Publisher: |
Springer |
Subject: | Support vector machines | Credit risk prediction | Default classification | Estimation of probabilities of default | Training sample size | Accounting data |
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