Bayesian Kernel-Based Classification for Financial Distress Detection
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- Gestel, Tony Van & Baesens, Bart & Suykens, Johan A.K. & Van den Poel, Dirk & Baestaens, Dirk-Emma & Willekens, Marleen, 2006. "Bayesian kernel based classification for financial distress detection," European Journal of Operational Research, Elsevier, vol. 172(3), pages 979-1003, August.
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More about this item
KeywordsCredit Scoring; Kernel Fisher Discriminant Analysis; Least Squares Support Vector Machine Classifiers; Bayesian Inference;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-08-31 (All new papers)
- NEP-CMP-2004-08-31 (Computational Economics)
- NEP-ECM-2004-08-31 (Econometrics)
- NEP-ETS-2004-08-31 (Econometric Time Series)
- NEP-FIN-2004-08-31 (Finance)
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