SVM sensitivity analysis: an application to currency crises aftermaths - Rueda, I.E.A.; Arciniegas, F.A.; Embrechts, M.J. (IEEE transactions on systems, man and cybernetics. Part A, Systems and humans, 2004)
Keywords: Banking; Economics; Exchange rates; Input variables; International trade; Machine learning; Machine learning algorithms; Random variables; Sensitivity analysis; Support vector machines