Modeling default risk with support vector machines

Author： Chen Shiyi   Hardle W. K.   Moro R. A.  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.11, Iss.1, 2011-01, pp. : 135-154

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Feature selection methods involving support vector machines for prediction of insolvency in non-life insurance companies

By Salcedo-Sanz Sancho  

International Journal of Intelligent Systems in Accounting, Finance & Management, Vol. 12, Iss. 4, 2004-10 ,pp. : 261-281

John Wiley & Sons Inc

Access to resources Recommend Favorite

Calibrating risk-neutral default correlation

By Luciano Elisa  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 8, Iss. 5, 2007-11 ,pp. : 450-464

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Parsimonious exposure-at-default modeling for unfunded loan commitments

By Bag Pinaki   Jr Michael Jacobs  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 13, Iss. 1, 2011-12 ,pp. : 77-94

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis

By Dieckmann Stephan   Plank Thomas  

Review of Finance, Vol. 16, Iss. 4, 2012-10 ,pp. : 903-934

Oxford University Press

Access to resources Recommend Favorite

Swap Pricing with Two-Sided Default Risk in a Rating-Based Model

By Huge B.  

European Finance Review, Vol. 3, Iss. 3, 1999-01 ,pp. : 239-268

Springer Publishing Company

Access to resources Recommend Favorite