کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
388403 660925 2008 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A self tuning model for risk estimation
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
پیش نمایش صفحه اول مقاله
A self tuning model for risk estimation
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Expert Systems with Applications - Volume 34, Issue 3, April 2008, Pages 1692–1697
نویسندگان
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