Feature selection methods involving support vector machines for prediction of insolvency in non-life insurance companies.
Sancho Salcedo-SanzMario de Prado-CumplidoMaría Jesús Segovia-VargasFernando Pérez-CruzCarlos Bousoño-CalzónPublished in: Intell. Syst. Account. Finance Manag. (2004)
Keyphrases
- support vector
- predictive model
- learning machines
- large margin classifiers
- prediction accuracy
- using artificial neural networks
- prediction model
- prediction error
- training examples
- kernel function
- prediction algorithm
- cross validation
- logistic regression
- multi class classification
- generalization ability
- risk management
- svm classifier
- kernel methods
- neural network
- multi class
- classification accuracy
- artificial neural networks
- case study
- decision trees
- learning algorithm
- machine learning