Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection
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- Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras & John C. Mourmouris, 2013. "Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 3(1/2), pages 83-90.
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KeywordsBank insolvency; SVM; local learning; feature selection;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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