Modeling default risk via a hidden Markov model of multiple sequences

Wai-Ki Ching, Ho-Yin Leung, Zhenyu Wu, Hao Jiang. Modeling default risk via a hidden Markov model of multiple sequences. Frontiers of Computer Science in China, 4(2):187-195, 2010. [doi]

Authors

Wai-Ki Ching

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Ho-Yin Leung

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Zhenyu Wu

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Hao Jiang

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