Search Results - subject:"Support Vector Machine"

Machine-learning classifiers for imbalanced tornado data

Trafalis, Theodore B.; Adrianto, Indra; Richman, Michael B. - In: Computational Management Science : CMS 11 (2014) 4, pp. 403-418

Persistent link: https://www.econbiz.de/10010437151

Interaction between financial risk measures and machine learning methods

Gotoh, Jun-ya; Takeda, Akiko; Yamamoto, Rei - In: Computational Management Science : CMS 11 (2014) 4, pp. 365-402

Persistent link: https://www.econbiz.de/10010437153

Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN and ARIMA-random forest hybrid models

Kumar, Manish; Thenmozhi, M. - In: International journal of banking, accounting and finance 5 (2013/2014) 3, pp. 284-308

Persistent link: https://www.econbiz.de/10011474500

The default risk of firms examined with Smooth Support Vector Machines;

Härdle, Wolfgang Karl; Lee, Yuh-Jye; Schäfer, Dorothea; … - 2007

In the era of Basel II a powerful tool for bankruptcy prognosis is vital for banks. The tool must be precise but also easily adaptable to the bank's objections regarding the relation of false acceptances (Type I error) and false rejections (Type II error). We explore the suitability of Smooth...

Persistent link: https://www.econbiz.de/10010274162

Estimating probabilities of default with support vector machines

Härdle, Wolfgang Karl; Moro, Rouslan A.; Schäfer, Dorothea - 2007

Persistent link: https://www.econbiz.de/10010275865

Estimating probabilities of default with support vector machines

Härdle, Wolfgang Karl; Moro, Rouslan A.; Schäfer, Dorothea - 2007

Persistent link: https://www.econbiz.de/10010295937

Credit scoring with boosted decision trees

Bastos, Joao - Volkswirtschaftliche Fakultät, … - 2007

The enormous growth experienced by the credit industry has led researchers to develop sophisticated credit scoring models that help lenders decide whether to grant or reject credit to applicants. This paper proposes a credit scoring model based on boosted decision trees, a powerful learning...

Persistent link: https://www.econbiz.de/10005836425

Estimating the market share attraction model using support vector regressions

Nalbantov, Georgi I.; Franses, Philip Hans; Groenen, … - 2007

Persistent link: https://www.econbiz.de/10003414382

SVM-maj : a majorization approach to linear support vector machines with different hinge

Groenen, Patrick J. F. (contributor); … - 2007

support vector machine (SVM) problem, study its efiective aspects, and propose varieties of convex loss functions such as the …

Persistent link: https://www.econbiz.de/10003754030

Estimating probabilities of default with support vector machines

Härdle, Wolfgang (contributor); Moro, Rouslan (contributor) - 2007

This paper proposes a rating methodology that is based on a non-linear classification method, the support vector … machine, and a non-parametric technique for mapping rating scores into probabilities of default. We give an introduction to …-linear classification method, the support vector machine (SVM), and a non-parametric technique for mapping rating scores into probabilities …

Persistent link: https://www.econbiz.de/10003633940