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Modeling Repayment Behavior of Consumer Loan in Portfolio across Business Cycle: A Triplet Markov Model Approach.

Shou ChenXiangqian Jiang
Published in: Complex. (2020)
Keyphrases
  • markov model
  • markov models
  • markov chain
  • electronic commerce
  • hidden markov models
  • decision making
  • business processes
  • statistical model
  • data mining
  • consumer behavior
  • learning algorithm
  • missing data
  • credit risk