Dynamic Prediction of Corporate Financial Crisis Based on N-Step Ahead Kalman Filter.
Zengli MaoChong WuPublished in: ICCBDC (2023)
Keyphrases
- kalman filter
- financial crisis
- kalman filtering
- corporate governance
- early warning
- object tracking
- extended kalman filter
- state estimation
- financial data
- dynamic environments
- mean shift
- particle filter
- game theory
- prediction model
- decision making
- computer vision
- long term
- higher order
- feature extraction
- machine learning