Hybridizing Multivariate Discriminant Analysis, KMV Model and Support Vector Machine for Credit Risk Measurement

INTERNATIONAL JOURNAL ON Advances in Information Sciences and Service Sciences ◽

10.4156/aiss.vol4.issue20.53 ◽

2012 ◽

Vol 4 (20) ◽

pp. 443-452

Author(s):

LUO Changqing ◽

OUYANG Zisheng

Keyword(s):

Support Vector Machine ◽

Discriminant Analysis ◽

Credit Risk ◽

Risk Measurement ◽

Support Vector ◽

Multivariate Discriminant Analysis ◽

Kmv Model ◽

Credit Risk Measurement ◽

Multivariate Discriminant

Download Full-text

Failure prediction models: development and comparison between the multivariate discriminant analysis and the support vector machine for Tunisian companies

International Journal of Entrepreneurship and Small Business ◽

10.1504/ijesb.2021.10039077 ◽

2021 ◽

Vol 43 (3) ◽

pp. 411

Author(s):

Fayçal Mraihi ◽

Inane Kanzari

Keyword(s):

Support Vector Machine ◽

Discriminant Analysis ◽

Prediction Models ◽

Failure Prediction ◽

Support Vector ◽

Multivariate Discriminant Analysis ◽

Multivariate Discriminant

Download Full-text

Prediction of hotel bankruptcy using support vector machine, artificial neural network, logistic regression, and multivariate discriminant analysis

Service Industries Journal ◽

10.1080/02642060802712848 ◽

2011 ◽

Vol 31 (3) ◽

pp. 441-468 ◽

Author(s):

Soo Y. Kim

Keyword(s):

Neural Network ◽

Artificial Neural Network ◽

Support Vector Machine ◽

Logistic Regression ◽

Discriminant Analysis ◽

Support Vector ◽

Multivariate Discriminant Analysis ◽

Artificial Neural ◽

Multivariate Discriminant

Download Full-text

Failure prediction models: development and comparison between the multivariate discriminant analysis and the support vector machine for Tunisian companies

International Journal of Entrepreneurship and Small Business ◽

10.1504/ijesb.2021.115882 ◽

2021 ◽

Vol 43 (3) ◽

pp. 411

Author(s):

Fayçal Mraihi ◽

Inane Kanzari

Keyword(s):

Support Vector Machine ◽

Discriminant Analysis ◽

Prediction Models ◽

Failure Prediction ◽

Support Vector ◽

Multivariate Discriminant Analysis ◽

Multivariate Discriminant

Download Full-text

Credit Risk Measurement of the Listed Company Based on Modified KMV Model

Proceedings of the Eighth International Conference on Management Science and Engineering Management - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-642-55122-2_79 ◽

2014 ◽

pp. 915-923

Author(s):

Liang Dong ◽

Junchao Wang

Keyword(s):

Credit Risk ◽

Listed Company ◽

Risk Measurement ◽

Kmv Model ◽

Credit Risk Measurement

Download Full-text

Credit Risk Measurement of Chinese Listed Corporations Based on the KMV Model

2009 Second International Conference on Intelligent Computation Technology and Automation ◽

10.1109/icicta.2009.757 ◽

2009 ◽

Author(s):

Jingdi Wang ◽

Dongsheng Zhou ◽

Bailing Wang ◽

Xiaoling Feng

Keyword(s):

Credit Risk ◽

Risk Measurement ◽

Kmv Model ◽

Credit Risk Measurement

Download Full-text

Credit Risk Measurement of Listed SMEs in China Based on KMV Model

2010 International Conference on E-Product E-Service and E-Entertainment ◽

10.1109/iceee.2010.5661581 ◽

2010 ◽

Author(s):

Peng Wang ◽

Xiaoding Wang

Keyword(s):

Credit Risk ◽

Risk Measurement ◽

Kmv Model ◽

Credit Risk Measurement

Download Full-text

Commercial bank credit risk measurement based on KMV model studies

Proceedings of the 2015 International conference on Engineering Management, Engineering Education and Information Technology ◽

10.2991/emeeit-15.2015.88 ◽

2015 ◽

Author(s):

Chun-Ping Wang ◽

Lin-Jing Qu ◽

Jian-Wei Li

Keyword(s):

Credit Risk ◽

Commercial Bank ◽

Risk Measurement ◽

Bank Credit ◽

Model Studies ◽

Kmv Model ◽

Credit Risk Measurement

Download Full-text

Research on Credit Risk Measurement Based on Uncertain KMV Model

Journal of Applied Mathematics and Physics ◽

10.4236/jamp.2013.15003 ◽

2013 ◽

Vol 01 (05) ◽

pp. 12-17 ◽

Author(s):

Ni Zhan ◽

Liang Lin ◽

Ting Lou

Keyword(s):

Credit Risk ◽

Risk Measurement ◽

Kmv Model ◽

Credit Risk Measurement

Download Full-text

The Credit Risk Measurement of China’s Listed Companies Based on the KMV Model

Quantitative Financial Risk Management ◽

10.1007/978-3-642-19339-2_14 ◽

2011 ◽

pp. 137-160

Author(s):

Zhang Piqiang ◽

Zhou Hancheng

Keyword(s):

Credit Risk ◽

Listed Companies ◽

Risk Measurement ◽

Kmv Model ◽

Credit Risk Measurement

Download Full-text

Credit Risk Measurement of Listed Manufacturing Companies in China Based on modified KMV Model for Empirical Analysis

Proceedings of the 2nd International Conference on Contemporary Education, Social Sciences and Humanities (ICCESSH 2017) ◽

10.2991/iccessh-17.2017.197 ◽

2017 ◽

Author(s):

Xuechan Lu ◽

Wei Di

Keyword(s):

Credit Risk ◽

Empirical Analysis ◽

Risk Measurement ◽

Manufacturing Companies ◽

Kmv Model ◽

Credit Risk Measurement

Download Full-text