National Bank of Ukraine Econometric Model for the Assessment of Banks’ Credit Risk and Support Vector Machine Alternative
Econometric models of credit scoring started with the introduction of Altman’s simple z-model in 1968, but since then these models have become more and more sophisticated, some even use Artificial Neural Networks (ANN) and Support Vector Machine (SVM) techniques. This paper focuses on the use of SVM...
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| Format: | Article |
| Language: | English |
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National Bank of Ukraine
2015-12-01
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| Series: | Visnyk of the National Bank of Ukraine |
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| Online Access: | https://journal.bank.gov.ua/en/article/2015/234/03 |