A high-order Markov-switching model for risk measurement.

Tak Kuen Siu Wai-Ki Ching Eric S. Fung Michael K. Ng Xun Li

Published in: Comput. Math. Appl. (2009)

Keyphrases

high order
low order
higher order
pairwise
mathematical model
probabilistic model
context aware
probability distribution
computational complexity
lower order
bayesian logistic regression
markov random field
markov chain
risk management
markov model
zernike moments
measurement model