Search Results - subject:"Support Vector Machine"

Plakandaras, Vasilios; Gkonkas, Periklēs; … - In: International Journal of Financial Studies : open … 8 (2020) 3/49, pp. 1-15

The aim of this study is to forecast credit ratings of E.U. banking institutions, as dictated by Credit Rating Agencies (CRAs). To do so, we developed alternative forecasting models that determine the non-disclosed criteria used in rating. We compiled a sample of 112 E.U. banking institutions,...

Persistent link: https://www.econbiz.de/10012291875

Pattern recognition of financial institutions' payment behavior

León, Carlos; Barucca, Paolo; Acero, Oscar; Gage, Gerardo - In: Latin American journal of central banking : LAJCB 1 (2020) 1/4, pp. 1-14

We present a general supervised machine-learning methodology to represent the payment behavior of financial institutions starting from a database of transactions in the Colombian large-value payment system. The methodology learns a feedforward artificial neural network parameterization to...

Persistent link: https://www.econbiz.de/10012545610

China's missing pigs : correcting China's hog inventory data using a machine learning approach

Shao, Yongtong; Li, Minghao; Hayes, Dermot J.; Zhang, … - 2020

Persistent link: https://www.econbiz.de/10012387933

Forecasting regional inflation in the Philippines using machine learning techniques: : A new approach

Gabriel, Vidal Marvin C.; Bautista, Dennis M.; Mapa, … - 2020

Persistent link: https://www.econbiz.de/10014318368

Bankruptcy prediction and stress quantification using support vector machine: Evidence from Indian banks

Shrivastava, Santosh Kumar; Ramudu, P. Janaki - In: Risks 8 (2020) 2, pp. 1-22

, and in the second step, important features are fed into the support vector machine to create a forecasting model. The … the decision boundary of the support vector machine with a linear kernel. The results reveal, inter alia, that support … vector machine with linear kernel shows 92.86% forecasting accuracy, while a support vector machine with radial basis …

Persistent link: https://www.econbiz.de/10013200586

The predictability of the exchange rate when combining machine learning and fundamental models

Zhang, Yuchen; Hamori, Shigeyuki - In: Journal of Risk and Financial Management 13 (2020) 3, pp. 1-16

prediction performance of random walk without drift. More specifically, this paper applies the random forest, support vector … machine, and neural network models to four fundamental theories (uncovered interest rate parity, purchase power parity, the …

Persistent link: https://www.econbiz.de/10012611273

Support vector machine methods and artificial neural networks used for the development of bankruptcy prediction models and their comparison

Horák, Jakub; Vrbka, Jaromir; Suler, Petr - In: Journal of Risk and Financial Management 13 (2020) 3, pp. 1-15

determined by the neural structure 2.MLP 22-9-2. The model of Support Vector Machine shows a relatively high accuracy, but it is … Vector Machine and artificial neural networks, and to evaluate the results of the methods used. The data (balance sheets and … to create a model for predicting potential bankruptcy of companies using suitable classification methods, namely Support …

Persistent link: https://www.econbiz.de/10012611289

User preferences on cloud computing and open innovation: A case study for university employees in Greece

Gkika, Eleni C.; Anagnostopoulos, Theodoros; Ntanos, … - In: Journal of Open Innovation: Technology, Market, and … 6 (2020) 2, pp. 1-21

Cloud computing hastens technology driven innovation by taking advantage of the speed, the cost-effectiveness, the efficiency and the security that such applications offer. By using cloud computing, public organizations can exploit the economies of scale and innovate both efficiency and rapidly....

Persistent link: https://www.econbiz.de/10012620332

Indian Counterfeit Banknote Detection Using Support Vector Machine

Gopane, Santosh - 2020

, feature detection and classification are performed using a support vector machine (SVM). Experimental results shown in the …

Persistent link: https://www.econbiz.de/10012837870

Visa trial of international trade : evidence from support vector machines and neural networks

Akman, Engin; Karaman, Abdullah S.; Kuzey, Cemil - In: Journal of management analytics 7 (2020) 2, pp. 231-252

Persistent link: https://www.econbiz.de/10012255761