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MONOTONIC SUPPORT VECTOR MACHINES FOR CREDIT RISK RATING - MaRDI portal

MONOTONIC SUPPORT VECTOR MACHINES FOR CREDIT RISK RATING (Q3646177)

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scientific article
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English
MONOTONIC SUPPORT VECTOR MACHINES FOR CREDIT RISK RATING
scientific article

    Statements

    title
    MONOTONIC SUPPORT VECTOR MACHINES FOR CREDIT RISK RATING (English)
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    author
    Michael Doumpos
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    Constantin Zopounidis
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    publication date
    19 November 2009
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    zbMATH Keywords
    credit rating
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    support vector machines
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    linear programming
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    Identifiers

    Mathematics Subject Classification ID
    91G99
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    90C05
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    68T05
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    91G40
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    zbMATH DE Number
    5635992
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