Support Vector Machines (SVM) as a Technique for Solvency Analysis
Download full text from publisher
References listed on IDEAS
- Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer, 2004. "Support Vector Machines: eine neue Methode zum Rating von Unternehmen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 71(49), pages 759-765.
- Engelmann, Bernd & Hayden, Evelyn & Tasche, Dirk, 2003. "Measuring the Discriminative Power of Rating Systems," Discussion Paper Series 2: Banking and Financial Studies 2003,01, Deutsche Bundesbank.
- Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer, 2004. "Rating Companies with Support Vector Machines," Discussion Papers of DIW Berlin 416, DIW Berlin, German Institute for Economic Research.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kyuhan Lee & Jinsoo Park & Iljoo Kim & Youngseok Choi, 0. "Predicting movie success with machine learning techniques: ways to improve accuracy," Information Systems Frontiers, Springer, vol. 0, pages 1-12.
More about this item
KeywordsCompany rating; bankruptcy analysis; support vector machines;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-08-31 (All new papers)
- NEP-ECM-2008-08-31 (Econometrics)
- NEP-ORE-2008-08-31 (Operations Research)
- NEP-RMG-2008-08-31 (Risk Management)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:diw:diwwpp:dp811. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Bibliothek). General contact details of provider: http://edirc.repec.org/data/diwbede.html .