Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/18111 
Erscheinungsjahr: 
2004
Schriftenreihe/Nr.: 
DIW Discussion Papers No. 416
Verlag: 
Deutsches Institut für Wirtschaftsforschung (DIW), Berlin
Zusammenfassung: 
The goal of this work is to introduce one of the most successful among recently developed statistical techniques - the support vector machine (SVM) - to the field of corporate bankruptcy analysis. The main emphasis is done on implementing SVMs for analysing predictors in the form of financial ratios. A method is proposed of adapting SVMs to default probability estimation. A survey of practically and commercially applied methods is given. This work proves that support vector machines are capable of extracting useful information from financial data although extensive data sets are required in order to fully utilise their classification power.
Schlagwörter: 
Support vector machines
Company rating
Default probability estimation
JEL: 
C45
G33
C14
Dokumentart: 
Working Paper

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