Support Vector Machines (SVMs) represent a robust and versatile class of machine learning algorithms that have significantly shaped the fields of pattern recognition, classification, and regression.
Forecasting Loss Given Default models: impact of account characteristics and the macroeconomic state
On the basis of two data sets containing Loss Given Default (LGD) observations of home equity and corporate loans, we consider non-linear and non-parametric techniques to model and forecast LGD. These ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback