Improving corporate bond recovery rate prediction using multi-factor support vector regressions
type: Item
instance of: scholarly article
title: Improving corporate bond recovery rate prediction using multi-factor support vector regressions
zbMATH Open document ID: 1403.91369
author: Abdolreza Nazemi
author: Konstantin Heidenreich
author: Frank J. Fabozzi
published in: European Journal of Operational Research
publication date: 2018-07-25T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H25
zbMATH DE Number: 6910126
zbMATH Keywords: recovery rate
zbMATH Keywords: least-squares support vector regression methods
zbMATH Keywords: sparse principal component analysis
zbMATH Keywords: kernel principal component analysis
zbMATH Keywords: gradient boosting
describes a project that uses: Matlab
describes a project that uses: dr
describes a project that uses: SpaSM
MaRDI profile type: Publication
full work available at URL: j.ejor.2018.05.024
OpenAlex ID: W2804101929
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Wikidata QID: Q129795562
DOI: 10.1016/J.EJOR.2018.05.024
description: scientific article; zbMATH DE number 6910126