Modeling default risk via a hidden Markov model of multiple sequences.

Wai-Ki Ching Ho-Yin Leung Zhenyu Wu Hao Jiang

Published in: Frontiers Comput. Sci. China (2010)

Keyphrases

hidden markov models
linear dynamical systems
speech recognition
sequential data
sequence classification
conditional random fields
gesture recognition
markov models
discriminative training
markov model
hidden state
hidden states
forward backward
baum welch
handwritten word recognition