Credit risk prediction using support vector machines
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References listed on IDEAS
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- Wosnitza, Jan Henrik & Denz, Cornelia, 2013. "Liquidity crisis detection: An application of log-periodic power law structures to default prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3666-3681.
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- Jairaj Gupta & Andros Gregoriou & Jerome Healy, 2015. "Forecasting bankruptcy for SMEs using hazard function: To what extent does size matter?," Review of Quantitative Finance and Accounting, Springer, vol. 45(4), pages 845-869, November.
More about this item
KeywordsSupport vector machines; Credit risk prediction; Default classification; Estimation of probabilities of default; Training sample size; Accounting data; C14; G33;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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