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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
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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