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Oliver Blümke
ORCID
Publication Activity (10 Years)
Years Active: 2022-2022
Publications (10 Years): 2
Top Topics
State Transition Probabilities
Markov Model
Viterbi Algorithm
Predictive Power
Top Venues
Expert Syst. Appl.
Knowl. Based Syst.
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Publications
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Oliver Blümke
Testing the predictive power: A comparative study of current default probability validation tests.
Expert Syst. Appl.
203 (2022)
Oliver Blümke
A structural hidden Markov model for forecasting scenario probabilities for portfolio loan loss provisions.
Knowl. Based Syst.
249 (2022)