Improving corporate bond recovery rate prediction using multi-factor support vector regressions (Q724157)
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scientific article; zbMATH DE number 6910126
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| English | Improving corporate bond recovery rate prediction using multi-factor support vector regressions |
scientific article; zbMATH DE number 6910126 |
Statements
Improving corporate bond recovery rate prediction using multi-factor support vector regressions (English)
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25 July 2018
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recovery rate
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least-squares support vector regression methods
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sparse principal component analysis
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kernel principal component analysis
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gradient boosting
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0.7829252481460571
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0.6909595727920532
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0.6743879914283752
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0.6719225645065308
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0.6675955057144165
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