Empirical Analysis of Prediction about Mortgage Prepayment

Author

Chen Tao ; Chen Bo ; Qin Xue-zhi

Author_Institution

Finance Eng. & Manage. Center, Dalian Univ. of Technol., China

fYear

2006

fDate

7-11 Aug. 2006

Firstpage

1756

Lastpage

1759

Abstract

This paper constructs the discriminant analysis model and logistic model to recognize the major influencing factor about the mortgage prepayment, 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.

Keywords

forecasting theory; logistics; mortgage processing; support vector machines; discriminant analysis model; empirical analysis; forecast models; logistic model; logistics; mortgage prepayment prediction; support vector machine; Conference management; Electronic mail; Finance; Financial management; Loans and mortgages; Logistics; Predictive models; Support vector machines; Technology management; Virtual colonoscopy; Discriminant analysis; Logistic; Prepayment; Support vector machine;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference, 2006. CCC 2006. Chinese

Conference_Location

Harbin

Print_ISBN

7-81077-802-1

Type

conf

DOI

10.1109/CHICC.2006.280848

Filename

4060396

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3213224