A structural hidden Markov model for forecasting scenario probabilities for portfolio loan loss provisions.
Oliver BlümkePublished in: Knowl. Based Syst. (2022)
Keyphrases
- hidden markov models
- state transition probabilities
- speech recognition
- conditional random fields
- markov models
- markov model
- sequential data
- probability distribution
- continuous hidden markov models
- baum welch
- gesture recognition
- viterbi algorithm
- hidden state
- discriminative training
- multi stream
- automatic speech recognition
- belief networks
- conditional probabilities
- bayesian networks