Enhanced default risk models with SVM+

  title={Enhanced default risk models with SVM+},
  author={Bernardete Ribeiro and Catarina Silva and Ning Chen and Armando Vieira and Jo{\~a}o Carvalho das Neves},
  journal={Expert Syst. Appl.},
Default risk models have lately raised a great interest due to the recent world economic crisis. In spite of many advanced techniques that have extensively been proposed, no comprehensive method incorporating a holistic perspective has hitherto been considered. Thus, the existing models for bankruptcy prediction lack the whole coverage of contextual knowledge which may prevent the decision makers such as investors and financial analysts to take the right decisions. Recently, SVM+ provides a… CONTINUE READING
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