Browsing by Author "Hoffmann, Linda"

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2011-05-20Diskussionspapier

Forecasting Corporate Distress in the Asian and Pacific Region

Moro, Russ; Härdle, Wolfgang Karl; Aliakbari, Saeideh; Hoffmann, Linda

This study analyses credit default risk for firms in the Asian and Pacific region by applying two methodologies: a Support Vector Machine (SVM) and a logistic regression (Logit). Among different financial ratios suggested ...
2010-06-08Diskussionspapier

Learning Machines Supporting Bankruptcy Prediction

Härdle, Wolfgang Karl; Moro, Rouslan; Hoffmann, Linda

In many economic applications it is desirable to make future predictions about the financial status of a company. The focus of predictions is mainly if a company will default or not. A support vector machine (SVM) is one ...