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A note comparing support vector machines and ordered choice models’ predictions of international banks’ ratings
journal contribution
posted on 2023-06-08, 12:26 authored by Tony Bellotti, Roman Matousek, Chris StewartWe find that support vector machines can produce notably better predictions of international bank ratings than the standard method currently used for this purpose, ordered choice models. This appears due to the support vector machine's ability to estimate a large number of country dummies unrestrictedly, which was not possible with the ordered choice models due to the low sample size.
History
Publication status
- Published
Journal
Decision Support SystemsISSN
0167-9236Publisher
ElsevierExternal DOI
Issue
3Volume
51Page range
682-687Department affiliated with
- Business and Management Publications
Full text available
- No
Peer reviewed?
- Yes
Legacy Posted Date
2012-09-20Usage metrics
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