Credit risk prediction using support vector machines

Review of Quantitative Finance and Accounting

Volumn 36, Issue 4, 2011, Pages 565-581

  Trustorff, Jan Henning ^a   Konrad, Paul Markus ^a   Leker, Jens ^a  

^a UNIVERSITY OF MÜNSTER   (Germany)

Author keywords

Accounting data; Credit risk prediction; Default classification; Estimation of probabilities of default; Support vector machines; Training sample size

Indexed keywords

EID: 79955473236     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1007/s11156-010-0190-3     Document Type: Article

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