A hidden Markov reduced-form risk model.

Jia-Wen Gu Wai-Ki Ching Harry Zheng

Published in: CIFEr (2014)

Keyphrases

cost function
parameter estimation
mathematical model
experimental data
high level
least squares
computational model
graphical representation
information systems
network model
simulation model
neural network model
network structure
statistical model
probabilistic model
objective function
case study