Assessment of Support Vector Machine performance for default prediction and credit rating
Predicting the creditworthiness of bank customers is a major concern for banking institutions, as modeling the probability of default is a key focus of the Basel regulations. Practitioners propose different default modeling techniques such as linear discriminant analysis, logistic regression, Bayesi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2022-04-01
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| Series: | Banks and Bank Systems |
| Subjects: | |
| Online Access: | https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/16328/BBS_2022_01_Amzile.pdf |