Estimation of oil firm's systematic risk via composite time-varying models.

Jin-Ray Lu Pei-Hsuan Lee I-Yuan Chuang

Published in: Math. Comput. Simul. (2011)

Keyphrases

parameter estimation
experimental data
risk management
machine learning
information technology
hidden markov models
complex systems
statistical model
statistical models
classification models
risk assessment
risk factors
estimation accuracy