A novel corporate credit rating system based on Student'st hidden Markov models
A Petropoulos, SP Chatzis, S Xanthopoulos - Expert Systems with …, 2016 - Elsevier
Corporate credit rating systems have been an integral part of expert decision making of
financial institutions for the last four decades. They are embedded into the pricing function …
financial institutions for the last four decades. They are embedded into the pricing function …
A novel corporate credit rating system based on Student'st hidden Markov models
A Petropoulos, SP Chatzis… - Expert systems with …, 2016 - ktisis.cut.ac.cy
Corporate credit rating systems have been an integral part of expert decision making of
financial institutions for the last four decades. They are embedded into the pricing function …
financial institutions for the last four decades. They are embedded into the pricing function …
A novel corporate credit rating system based on Student'st hidden Markov models
A Petropoulos, SP Chatzis, S Xanthopoulos - Expert Systems with …, 2016 - infona.pl
Corporate credit rating systems have been an integral part of expert decision making of
financial institutions for the last four decades. They are embedded into the pricing function …
financial institutions for the last four decades. They are embedded into the pricing function …
A novel corporate credit rating system based on Student's-t hidden Markov models
A Petropoulos, SP Chatzis… - Expert Systems with …, 2016 - dl.acm.org
We propose a credit rating system based on hidden Markov models. Our system captures
strong temporal dynamics in the data. Robust to outliers in the training data. State-of-the-art …
strong temporal dynamics in the data. Robust to outliers in the training data. State-of-the-art …