Early warning via transitions in latent stochastic dynamical systems.
Lingyu FengTing GaoXiao WangJinqiao DuanPublished in: CoRR (2023)
Keyphrases
- dynamical systems
- early warning
- financial distress
- decision support system
- dynamic systems
- differential equations
- control theory
- nonlinear dynamical systems
- linear systems
- state space
- linear quadratic
- financial crisis
- qualitative simulation
- quantitative analysis
- dynamical behavior
- latent variables
- phase space
- linear dynamical systems
- latent variable models
- nonlinear dynamics
- machine learning
- stochastic models
- stochastic model
- predictive state representations
- management system
- dynamic programming