Support vector regression for loss given default modeling

Xiao Yao^*, Jonathan Crook, Galina Andreeva

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

2 results
- Last Name(descending)

Galina Andreeva
- Business School - Personal Chair of Societal Aspects of Credit
- Management Science and Business Economics
- Credit Research Centre
- Management Science
- Edinburgh Centre for Financial Innovations
Person: Academic: Research Active
Jonathan Crook
- Business School
Person: Affiliated Independent Researcher