20
W. K. Hardle, R. A. Moro, and D. Schafer
Probability of Default
6 7 8 9 10 11
Company size, K33
Fig. 16. Probability of default estimated for a random subsample of 500 failing and
500 surviving companies plotted for the variables K33 and K29. An SVM of average
complexity with the radial basis kernel 4Σ1/2 was used.
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