Title :
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
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;
Conference_Titel :
Control Conference, 2006. CCC 2006. Chinese
Conference_Location :
Harbin
Print_ISBN :
7-81077-802-1
DOI :
10.1109/CHICC.2006.280848
