Default Risk Modeling and Machine Learning

default risk prediction;machine learning;logistic regression;support vector machines;stock prices;510

JianyuKang자연과학대학 수리과학부 ;

University:서울대학교 대학원

关键词: default risk prediction;    machine learning;    logistic regression;    support vector machines;    stock prices;    510;   

Others  :  http://s-space.snu.ac.kr/bitstream/10371/131491/1/000000022067.pdf

美国|英语

来源: Seoul National University Open Repository

【 摘 要 】

This paper will be focused on applying machine learning to predict the possibilities for firms to default. The data selected for this modeling are firms from United States between 2008 and 2012. We will use logistic regression and support vector machines, two major classification model from machine learning to forecast the risk of default. The result will be compared when different features are selected. Furthermore, we will discuss the strength of each method by comparing the result.