Fig. 4 | Review of Quantitative Finance and Accounting

Fig. 4

From: The predictive strength of MBS yield spreads during asset bubbles

Fig. 4

Credit Bubble support vector machines MBS downgrade area, patterns and decision boundaries for full sample, AAA and excluding AAA. Notes: *Excluding AAA sample linear kernel were not able to identify downgrade decision boundary and therefore, polynomial kernel was employed instead. For all nonlinear pattern recognition radial kernel was employed with tuning parameters obtained for the testing sub-sample

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