Parametric and non-parametric combination model to enhance overall performance on default prediction

DOI10.1007/S11424-014-3273-8zbMath1378.62129OpenAlexW1980750278MaRDI QIDQ890642

Liang Pan, Muzi Chen, Jun Li, Xiao-guang Yang

Publication date: 10 November 2015

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-014-3273-8

zbMATH Keywords

decision treesupport vector machinebinary logistic regressionK-means clusteringmultiple discriminant analysisprobability of defaultcombination model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites Work

• Credit risk assessment using a multicriteria hierarchical discrimination approach: a comparative analysis
• A note on Platt's probabilistic outputs for support vector machines
• Managerial Applications of Neural Networks: The Case of Bank Failure Predictions

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