SVM sensitivity analysis: an application to currency crises aftermaths.
Ismael E. Arciniegas RuedaFabio A. ArciniegasMark J. EmbrechtsPublished in: IEEE Trans. Syst. Man Cybern. Part A (2004)
Keyphrases
- sensitivity analysis
- support vector machine svm
- support vector
- managerial insights
- support vector machine
- feature selection
- generalization ability
- knn
- kernel function
- svm classifier
- variational inequalities
- classification algorithm
- influence diagrams
- feature vectors
- multi class
- svm classification
- early warning
- multi class classification
- machine learning
- crisis management
- feature space
- hyperplane
- classification method
- support vectors
- exchange rate
- viewpoint
- point correspondences