A Double HMM approach to Altman Z-scores and credit ratings.
Robert J. ElliottTak Kuen SiuEric S. FungPublished in: Expert Syst. Appl. (2014)
Keyphrases
- hidden markov models
- scoring methods
- collaborative filtering
- speech recognition
- handwritten word recognition
- credit scoring
- ranked list
- data sets
- matrix factorization
- user preferences
- gesture recognition
- automatic speech recognition
- risk analysis
- recommender systems
- credit risk
- information retrieval
- forward backward
- neural network