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Forecasting financial failure using a Kohonen map: A comparative study to improve model stability over time.
Philippe du Jardin
Eric Séverin
Published in:
Eur. J. Oper. Res. (2012)
Keyphrases
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formal model
computational model
high level
autoregressive
prediction model
short term
energy function
data sets
maximum likelihood
management system
theoretical framework
statistical model
probabilistic model
long term
objective function
control method
forecasting model