Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio.
Rui Pedro BritoPedro JúdicePublished in: Int. Trans. Oper. Res. (2022)
Keyphrases
- decision trees
- decision making
- main contribution
- classification method
- pattern recognition
- pattern classification
- classification accuracy
- support vector machine
- data sets
- theoretical framework
- unsupervised learning
- asset allocation
- optimal portfolio
- classification scheme
- automatic classification
- class labels
- benchmark datasets
- support vector machine svm
- probabilistic model
- feature vectors
- support vector
- training data
- neural network