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Support Vector Machines with Evolutionary Model Selection for Default Prediction

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  • HÃ≠rdle, Wolfgang Karl
  • Prastyo, Dedy Dwi
  • Hafner, Christian

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  • HÃ≠rdle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2014. "Support Vector Machines with Evolutionary Model Selection for Default Prediction," LIDAM Reprints ISBA 2014016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2014016
    Note: In : Jeffrey S. Racine, Liangjun Su, and Aman Ullah, The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics, Oxford University Press, 2014, p. 346-373
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    Cited by:

    1. Dedy Dwi Prastyo & Wolfgang Karl Härdle, 2014. "Localising Forward Intensities for Multiperiod Corporate Default," SFB 649 Discussion Papers SFB649DP2014-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

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