Enhancing two-stage modelling methodology for loss given default with support vector machines

Published 2017 View Full Article

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Title
Enhancing two-stage modelling methodology for loss given default with support vector machines
Authors
Keywords
Risk analysis, Loss given default modelling, Two-stage model, Support vector machine
Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 263, Issue 2, Pages 679-689
Publisher
Elsevier BV
Online
2017-05-18
DOI
10.1016/j.ejor.2017.05.017

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