Kernel Functions over Orders of Magnitude Spaces by Means of Usual Kernels. Application to Measure Financial Credit Risk.
Mónica SánchezFrancesc PratsNúria AgellXari RoviraPublished in: CAEPIA (2003)
Keyphrases
- orders of magnitude
- kernel function
- credit risk
- support vector
- kernel methods
- feature space
- support vector machine
- kernel learning
- state space
- kernel matrix
- brute force search
- gaussian kernels
- evaluation method
- credit risk evaluation
- kernel matrices
- polynomial kernels
- support vector regression
- reproducing kernel hilbert space
- multiple kernel learning
- svm classifier
- financial data
- feature set
- listed companies
- data sets
- tree kernels
- classification accuracy
- high dimensional
- pattern recognition
- similarity measure
- representer theorem
- machine learning