Support vector regression for loss given default modelling.
Xiao YaoJonathan CrookGalina AndreevaPublished in: Eur. J. Oper. Res. (2015)
Keyphrases
- support vector regression
- support vector
- regression model
- hybrid model
- support vector machine svm
- back propagation neural network
- hybrid genetic
- immune algorithm
- kernel function
- extreme learning machine
- response surface methodology
- nonlinear regression
- wavelet neural network
- kernel learning
- electronic equipment
- support vector machine
- support vector classification
- regression method
- data sets
- similarity measure
- feature extraction
- neural network