A structural hidden Markov model for forecasting scenario probabilities for portfolio loan loss provisions-Reference-Cited by-同舟云学术

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A structural hidden Markov model for forecasting scenario probabilities for portfolio loan loss provisions

Published:2022-08 Issue: Volume:249 Page:108934
ISSN:0950-7051
Container-title:Knowledge-Based Systems
language:en
Short-container-title:Knowledge-Based Systems

Author:

Blümke Oliver^ORCID

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems and Management,Management Information Systems,Software

Reference48 articles.

1. IFRS 9 Financial Instruments;International Accounting Standards Board,2014

2. Financial Instruments - Credit Losses (Topic 326);Financial Accounting Standards Board,2016

3. Performance of hidden Markov model and dynamic Bayesian network classifiers on handwritten Arabic word recognition;AlKhateeb;Knowl.-Based Syst.,2014

4. The hot hand in professional darts;Ötting;J. Roy. Statist. Soc. Ser. A,2020

5. Finite-state Markov-chain approximations to univariate and vector autoregressions;Tauchen;Econom. Lett.,1986

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