Yao, Xiao; Crook, Jonathan; Andreeva, Galina - In: European Journal of Operational Research 240 (2015) 2, pp. 528-538
Basel Accords and to their internal computations of economic capital. In this paper, support vector regression (SVR … improved versions of support vector regression techniques outperform other methods significantly. Second, at a segmented level …, by bond seniority, least square support vector regression demonstrates significantly better predictive abilities compared …