Introduction to support vector machines and their applications in bankruptcy prognosis

DOI10.1007/978-3-642-17254-0_27MaRDI QIDQ3112481zbMATH OpenOpenAlexFDO

Authors Yuh-Jye Lee, Yi-Ren Yeh, Hsing-Kuo Pao

Publication date 10 January 2012

Published in Handbook of Computational Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-17254-0_27

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70)

Recommendations

• Prediction of bankruptcy using support vector machines: an application to bank bankruptcy
• Bankruptcy analysis based on support vector machines
• Modeling default risk with support vector machines
• Support Vector Machines
• Support vector machines: theory and applications.

Cites work

• scientific article; zbMATH DE number 5957245 (Why is no real title available?)
• scientific article; zbMATH DE number 1818892 (Why is no real title available?)
• scientific article; zbMATH DE number 734930 (Why is no real title available?)
• scientific article; zbMATH DE number 1149409 (Why is no real title available?)
• scientific article; zbMATH DE number 1497419 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 1391397 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• scientific article; zbMATH DE number 3081828 (Why is no real title available?)
• A feature selection Newton method for support vector machine classification
• Asymptotic Behaviors of Support Vector Machines with Gaussian Kernel
• Choosing multiple parameters for support vector machines
• Convergence of a generalized SMO algorithm for SVM classifier design
• In defense of one-vs-all classification
• Interior-Point Methods for Massive Support Vector Machines
• Managerial Applications of Neural Networks: The Case of Bank Failure Predictions
• Maximum-gain working set selection for SVMs
• Model selection for support vector machines via uniform design
• Multicategory proximal support vector machine classifiers
• On the learnability and design of output codes for multiclass problems
• Reducing multiclass to binary: A unifying approach for margin classifiers
• SSVM: A smooth support vector machine for classification
• Training a Support Vector Machine in the Primal
• Working set selection using second order information for training support vector machines

Cited in

(4)

• Appropriate machine learning techniques for credit scoring and bankruptcy prediction in banking and finance: A comparative study
• Prediction of bankruptcy using support vector machines: an application to bank bankruptcy
• Bankruptcy analysis based on support vector machines
• Modeling default risk with support vector machines

Describes a project that uses

Uses Software

• LIBSVM
• CPLEX

This page was built for publication: Introduction to support vector machines and their applications in bankruptcy prognosis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3112481)