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

Xiao Yao Jonathan Crook Galina Andreeva

Published in: Eur. J. Oper. Res. (2017)

Keyphrases

feature selection
multiscale
default rules
real world
social networks
decision trees
similarity measure
support vector
medical images
statistical methods
fuzzy cognitive maps
nonmonotonic inference
failure modes and effects