Pages that link to "Item:Q2994860"

The following pages link to Modeling default risk with support vector machines (Q2994860):

Displaying 11 items.

• Value-at-risk support vector machine: stability to outliers (Q405683) (← links)
• Prediction of banking systemic risk based on support vector machine (Q459530) (← links)
• Using financial risk measures for analyzing generalization performance of machine learning models (Q889281) (← links)
• The Bayesian additive classification tree applied to credit risk modelling (Q962375) (← links)
• Support vector machines for default prediction of SMEs based on technology credit (Q1038344) (← links)
• Bayesian regularized artificial neural networks for the estimation of the probability of default (Q5121501) (← links)
• Adjusting covariance matrix for risk management (Q5139262) (← links)
• Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 (Q5234313) (← links)
• Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design (Q5234381) (← links)
• Credit risk classification: an integrated predictive accuracy algorithm using artificial and deep neural networks (Q6148810) (← links)
• Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models (Q6634864) (← links)