Enhanced default risk models with SVM+

@article{Ribeiro2012EnhancedDR,
  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.},
  year={2012},
  volume={39},
  pages={10140-10152}
}
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
Highly Cited
This paper has 22 citations. REVIEW CITATIONS

Citations

Publications citing this paper.
Showing 1-10 of 17 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 38 references

Estimation of dependences based on empirical data

  • V. Vapnik
  • New York: Springer-Verlag.
  • 1982
Highly Influential
6 Excerpts

Advances in large margin classifiers

  • A. J. Smola, P. Bartlett, B. Schölkopf
  • 2000
Highly Influential
3 Excerpts

Similar Papers

Loading similar papers…