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As a consequence of the heightened competition on the education market, the management of educational institutions often attempts to collect information on what drives student satisfaction by e.g. organizing large scale surveys amongst the student population. Until now, this source of...
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Based on two datasets containing Loss Given Default (LGD) observations of home equity and corporate loans, we consider non-linear and non-parametric techniques to model and forecast LGD. These techniques include non-linear Support Vector Regression (SVR), a regression tree and a two-stage model...
Persistent link: https://www.econbiz.de/10010797677
The introduction of the Basel II Accord has had a huge impact on financial institutions, allowing them to build credit risk models for three key risk parameters: PD (probability of default), LGD (loss given default) and EAD (exposure at default). Until recently, credit risk research has focused...
Persistent link: https://www.econbiz.de/10010796146
On the basis of two data sets containing Loss Given Default (LGD) observations of home equity and corporate loans, we consider non-linear and non-parametric techniques to model and forecast LGD. These techniques include non-linear Support Vector Regression (SVR), a regression tree, a transformed...
Persistent link: https://www.econbiz.de/10010741261
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Many real-world large datasets correspond to bipartite graph data settings; think for example of users rating movies or people visiting locations. Although some work exists over such bigraphs, no general network-oriented methodology has been proposed yet to perform node classification. In this...
Persistent link: https://www.econbiz.de/10011122256
Many of the state-of-the-art data mining techniques introduce non-linearities in their models to cope with complex data-relationships effectively. Although such techniques are consistently included among the top classification techniques in terms of predictive power, their lack of transparency...
Persistent link: https://www.econbiz.de/10010888254