Keywords: KMV model
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Journal Articles
Journal: Kybernetes
Kybernetes (2021) 50 (5): 1125–1143.
Published: 20 April 2020
.../approach The principal components analysis (PCA), particle swarm optimization (PSO) and extreme learning machine (ELM) model was designed to produce the inputs of KMV model. Then the KMV model was used for obtaining the default probabilities under different issuance scales. Data were collected from Wind...

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