Search Results - subject:"Support Vector Machine"

Estimation of default probabilities with Support Vector Machines

Chen, Shiyi (contributor); Härdle, Wolfgang (contributor); … - 2006

propose the so called Support Vector Machine (SVM) to estimate default probabilities of German firms. Our analysis is based on … regression and confirms that higher risks need to be compensated by higher potential returns. -- Support Vector Machine … propose the so called Support Vector Machine (SVM) to estimate default probabilities of German firms. Our analysis is based on …

Persistent link: https://www.econbiz.de/10003402291

Nonlinear support vector machines through iterative majorization and I-splines

Groenen, Patrick J. F. (contributor); … - 2006

⁄ July 19, 2006 Econometric Institute Report EI 2006-25 Abstract To minimize the primal support vector machine (SVM) problem …

Persistent link: https://www.econbiz.de/10003354837

Estimation of default probabilities with Support Vector Machines

Chen, Shiyi; Härdle, Wolfgang Karl; Moro, Rouslan A. - 2006

propose the so called Support Vector Machine (SVM) to estimate default probabilities of German firms. Our analysis is based on …

Persistent link: https://www.econbiz.de/10010274122

Response Surface Methodology for Optimizing Hyper Parameters

Weihs, Claus; Luebke, Karsten; Czogiel, Irina - 2006

The performance of an algorithm often largely depends on some hyper parameter which should be optimized before its usage. Since most conventional optimization methods suffer from some drawbacks, we developed an alternative way to find the best hyper parameter values. Contrary to the well known...

Persistent link: https://www.econbiz.de/10010296744