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"Support vector regression for loss given default modelling."

Xiao Yao, Jonathan Crook, Galina Andreeva (2015)

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DOI: 10.1016/J.EJOR.2014.06.043

access: closed

type: Journal Article

metadata version: 2020-02-21

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Xiao Yao, Jonathan Crook, Galina Andreeva:
Support vector regression for loss given default modelling. Eur. J. Oper. Res. 240(2): 528-538 (2015)

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