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Empirical analysis of prediction about mortgage prepayment

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Indexed by:会议论文

Date of Publication:2006-01-01

Included Journals:CPCI-S

Page Number:849-+

Key Words:prepayment; discriminant analysis; logistic; support vector machine

Abstract:This paper constructs the discriminant analysis model and Logistic model to recognize the major influencing factor about the mortgage prepayments and puts the support vector machine theory into the empirical study, the result of the three forecast models show the support vector machine is more superior.

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