Support vector regression for loss given default modelling
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Publication:2629659
DOI10.1016/j.ejor.2014.06.043zbMath1357.91050OpenAlexW2046696485MaRDI QIDQ2629659
Xiao Yao, Galina Andreeva, Jonathan N. Crook
Publication date: 6 July 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/90298486/YaoEtal2019SupportVectorRegression.pdf
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Credit risk (91G40)
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