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]
@article{ChingLWJ10,
title = {Modeling default risk via a hidden Markov model of multiple sequences},
author = {Wai-Ki Ching and Ho-Yin Leung and Zhenyu Wu and Hao Jiang},
year = {2010},
doi = {10.1007/s11704-010-0501-9},
url = {http://dx.doi.org/10.1007/s11704-010-0501-9},
tags = {meta-model, modeling, Markov, Meta-Environment},
researchr = {https://researchr.org/publication/ChingLWJ10},
cites = {0},
citedby = {0},
journal = {Frontiers of Computer Science in China},
volume = {4},
number = {2},
pages = {187-195},
}