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https://hdl.handle.net/2440/47386
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Type: | Journal article |
Title: | A self tuning model for risk estimation |
Author: | Elliott, R. Filinkov, A. |
Citation: | Expert Systems with Applications, 2008; 34(3):1692-1697 |
Publisher: | Pergamon-Elsevier Science Ltd |
Issue Date: | 2008 |
ISSN: | 0957-4174 |
Statement of Responsibility: | Robert J. Elliott and Alexei Filinkov |
Abstract: | Credit scoring models often use linear or logistic regression to investigate the relation between observed characteristics and credit ratings. The basic relation is, however, a form of Bayes' theorem. This paper proposes a model in which estimation techniques from hidden Markov models are adapted to evaluate the parameters of a risk profile. The risk being estimated might be financial, as in credit scoring, or alternatively whether an observed member of a population might represent some terrorist threat. © 2007 Elsevier Ltd. All rights reserved. |
Description: | Copyright © 2007 Elsevier Ltd All rights reserved. |
DOI: | 10.1016/j.eswa.2007.01.044 |
Description (link): | http://www.elsevier.com/wps/find/journaldescription.cws_home/939/description#description |
Published version: | http://dx.doi.org/10.1016/j.eswa.2007.01.044 |
Appears in Collections: | Aurora harvest Mathematical Sciences publications |
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