Company rating with support vector machines
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DOI: 10.1515/strm-2012-1141
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Cited by:
- Wosnitza, Jan Henrik, 2022. "Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default," Discussion Papers 04/2022, Deutsche Bundesbank.
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Keywords
Bankruptcy; company rating; probability of default; support vector machines; 62-07; 62G05; 62P05;All these keywords.
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