Pages that link to "Item:Q2994860"

The following pages link to Modeling default risk with support vector machines (Q2994860):

Displaying 6 items.

• The Bayesian additive classification tree applied to credit risk modelling (Q962375) (← links)
• Bayesian regularized artificial neural networks for the estimation of the probability of default (Q5121501) (← links)
• Adjusting covariance matrix for risk management (Q5139262) (← links)
• Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 (Q5234313) (← links)
• Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design (Q5234381) (← links)
• Credit risk classification: an integrated predictive accuracy algorithm using artificial and deep neural networks (Q6148810) (← links)