Bond Rating Using Support Vector Machine
This paper deals with the application of support vector machine (SVM) for bond rating. The three commonly used methods for solving multi-class classification problems in SVM, one-against-all, one-against-one, and directed acyclic graph SVM (DAGSVM) are used. The performance of SVM is compared with s...
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Main Authors: | CAO, Lijuan, LIM, Kian Guan, ZHANG, Jingqing |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2007
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Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/2452 https://dl.acm.org/citation.cfm?id=1165451 |
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Institution: | Singapore Management University |
Language: | English |
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