Introduction to support vector machines and their applications in bankruptcy prognosis

DOI10.1007/978-3-642-17254-0_27zbMATH Open1229.91343OpenAlexW77328001MaRDI QIDQ3112481FDOQ3112481

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

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.

Mathematics Subject Classification ID

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

Cites Work

• SSVM: A smooth support vector machine for classification
• Title not available (Why is that?)
• In defense of one-vs-all classification
• Title not available (Why is that?)
• Title not available (Why is that?)
• Convergence of a generalized SMO algorithm for SVM classifier design
• A feature selection Newton method for support vector machine classification
• Asymptotic Behaviors of Support Vector Machines with Gaussian Kernel
• Title not available (Why is that?)
• Working set selection using second order information for training support vector machines
• Title not available (Why is that?)
• Interior-Point Methods for Massive Support Vector Machines
• Title not available (Why is that?)
• Reducing multiclass to binary: A unifying approach for margin classifiers
• Title not available (Why is that?)
• Multicategory proximal support vector machine classifiers
• Choosing multiple parameters for support vector machines
• Title not available (Why is that?)
• On the learnability and design of output codes for multiclass problems
• Title not available (Why is that?)
• Training a Support Vector Machine in the Primal
• Maximum-gain working set selection for SVMs
• Model selection for support vector machines via uniform design
• Managerial Applications of Neural Networks: The Case of Bank Failure Predictions

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

Uses Software

• CPLEX
• LIBSVM

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