Improving corporate bond recovery rate prediction using multi-factor support vector regressions
Abdolreza Nazemi, Konstantin Heidenreich, Frank J. Fabozzi
| Year of publication: |
1 December 2018
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| Authors: | Nazemi, Abdolreza ; Heidenreich, Konstantin ; Fabozzi, Frank J. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 271.2018, 2 (1.12.), p. 664-675
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| Subject: | Recovery rate | Least-squares support vector regression methods | Sparse principal component analysis | Kernel principal component analysis | Gradient boosting | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Unternehmensanleihe | Corporate bond | Theorie | Theory | Hauptkomponentenanalyse | Principal component analysis | Mustererkennung | Pattern recognition |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2018.05.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011890354