Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies
Version of Record online: 2 DEC 2008
Copyright © 2008 John Wiley & Sons, Ltd.
Journal of Forecasting
Volume 28, Issue 6, pages 512–534, September 2009
How to Cite
Härdle, W., Lee, Y.-J., Schäfer, D. and Yeh, Y.-R. (2009), Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies. J. Forecast., 28: 512–534. doi: 10.1002/for.1109
- Issue online: 8 SEP 2009
- Version of Record online: 2 DEC 2008
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