Analysis of credit event impact with self-exciting intensity model.

Suguru Yamanaka Masaaki Sugihara Hidetoshi Nakagawa

Published in: JSIAM Lett. (2011)

Keyphrases

probabilistic model
high level
management system
data mining
image analysis
simulation model
conceptual model
statistical model
theoretical framework
mathematical model
temporal structure
empirical data
em algorithm
maximum likelihood
prior knowledge
multi agent systems
similarity measure