Improving corporate bond recovery rate prediction using multi-factor support vector regressions.
Abdolreza NazemiKonstantin HeidenreichFrank J. FabozziPublished in: Eur. J. Oper. Res. (2018)
Keyphrases
- support vector
- prediction accuracy
- factor analysis
- prediction model
- kernel function
- neural network
- generalization ability
- svm classifier
- logistic regression
- image quality
- support vector machine
- maximum margin
- cross validation
- feature selection
- prediction error
- learning machines
- support vectors
- binary classification
- regression trees
- recovery algorithm
- support vector regression
- radial basis function
- kernel methods
- regression model
- training examples
- face recognition
- case study
- data mining