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
格式: text
語言:English
出版: Institutional Knowledge at Singapore Management University 2007
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在線閱讀:https://ink.library.smu.edu.sg/lkcsb_research/2452
https://dl.acm.org/citation.cfm?id=1165451
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