Enhanced default risk models with SVM+

Expert Systems with Applications

Volumn 39, Issue 11, 2012, Pages 10140-10152

  Ribeiro, Bernardete ^a   Silva, Catarina ^a,b   Chen, Ning ^c   Vieira, Armando ^c   Carvalho Das Neves, João ^d  

^a UNIVERSITY OF COIMBRA   (Portugal)

^b POLYTECHNIC INSTITUTE OF LEIRIA   (Portugal)

^c POLYTECHNIC INSTITUTE OF PORTO   (Portugal)

^d UNIVERSITY OF LISBON   (Portugal)

Author keywords

Bankruptcy prediction; Default risk model; Multi task learning; Support vector machines

Indexed keywords

ANNUAL TURNOVER; BANKRUPTCY PREDICTION; COMPREHENSIVE METHOD; CONTEXTUAL KNOWLEDGE; DECISION MAKERS; DEFAULT RISK; ECONOMIC CRISIS; ECONOMIC ENVIRONMENT; FINANCIAL ANALYSTS; FRENCH COMPANIES; HETEROGENEOUS DATA; INDUCTIVE LEARNING; INDUSTRY TRENDS; LEARNING MODELS; MULTITASK LEARNING; PREDICTION MODEL; SUPPORT VECTOR MACHINE (SVM); TRAINING DATA;

DIAGNOSIS; INDUSTRY; MATHEMATICAL MODELS; RISK ASSESSMENT;

SUPPORT VECTOR MACHINES;

EID: 84859430284     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2012.02.142     Document Type: Article

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