Support Vector Machine (SVM) as a multivariate statistical technique for the assessment of credit risk : a comparison with classical techniques as linear discriminant analysis and logit based on Deutsche Bundesbank data
Martin Fassbender; Laura Auria
| Year of publication: |
2010
|
|---|---|
| Authors: | Fassbender, Martin ; Auria, Laura |
| Published in: |
30 Jahre Fachhochschule der Deutschen Bundesbank : Festschrift. - Frankfurt, M. : Dt. Bundesbank, ISBN 978-3-86558-581-3. - 2010, p. 375-396
|
| Subject: | Kreditrisiko | Credit risk | Mustererkennung | Pattern recognition | Multivariate Analyse | Multivariate analysis | Statistische Methode | Statistical method |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008806552