The Credit Risk Pricing with Particle Filter Approach.
Her-Jiun SheuChih-Liang LiuPublished in: JCIS (2006)
Keyphrases
- particle filter
- credit risk
- convertible bonds
- credit risk evaluation
- evaluation method
- object tracking
- risk analysis
- visual tracking
- particle filtering
- credit scoring
- commercial banks
- motion model
- state space
- state estimation
- kalman filter
- mean shift
- exchange rate
- observation model
- appearance model
- financial data
- fraud detection
- multi class
- computer vision
- pairwise