Financial Stress Model：Comparison of Artificial Neural Network, Support Vector Machine and Logistic Regression
碩士 === 國立政治大學 === 金融學系 === 106 === With globalization, new technology and more complicated financial instruments, the financial market become more volatile, making risk management an inevitable issue. In this paper, we define a major financial crisis event as a "financial stress event." It...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/v2pv49 |