Gogas, Periklis; Papadimitriou, Theophilos; … - Department of Economics, Democritus University of Thrace - 2013
We propose a Support Vector Machine (SVM) based structural model in order to forecast the collapse of banking institutions in the U.S. using publicly disclosed information from their financial statements on a four-year rolling window. In our approach, the optimum input variable set is defined...