2008-01-07Buch
The Default Risk of Firms Examined with Smooth Support Vector Machines
Härdle, Wolfgang Karl; Lee, Yuh-Jye; Schäfer, Dorothea; Yeh, Yi-Ren
In the era of Basel II a powerful tool for bankruptcy prognosis is vital for banks. The tool must be precise but also easily adaptable to the bank's objections regarding the relation of false acceptances (Type I error) and ...
