A new Mixture model for the estimation of credit card Exposure at Default.
Mindy LeowJonathan CrookPublished in: Eur. J. Oper. Res. (2016)
Keyphrases
- mixture model
- credit card
- density estimation
- gaussian mixture model
- em algorithm
- payment scheme
- probabilistic model
- generative model
- maximum likelihood
- fraud detection
- expectation maximization
- maximum likelihood estimation
- model selection
- language model
- unsupervised learning
- bankruptcy prediction
- mixture modeling
- probability density function
- sensitive information
- data sets
- multiple criteria linear programming
- detection algorithm
- probability density
- outlier detection
- data analysis
- support vector
- training data
- image segmentation