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Please use this identifier to cite or link to this item: https://elib.bsu.by/handle/123456789/223955
Title: Оценивание кредитоспособности предприятий в условиях скрытой марковской зависимости рейтингов
Authors: Новопольцев, А. Ю.
Малюгин, В. И.
Issue Date: 2014
Publisher: Минск : Изд. центр БГУ
Citation: Сборник научных работ студентов Республики Беларусь "НИРС 2013" / редкол. : А. И. Жук (пред.) [и др.]. - Минск : Изд. центр БГУ, 2014. - С. 40-41
Abstract (in another language): The Markov-swithing multivariate linear regression model for the problem of companies’ credit ratings estimation is introduced. On the assumption of hidden Markov dependency of classes of states the maximum likelihood estimates for the model has been derived. For the model’s parameters and classes of states estimation the expectation-maximization and discriminant analysis algorithms are proposed
URI: http://elib.bsu.by/handle/123456789/223955
ISBN: 978-985-553-227-0
Appears in Collections:Сборник научных работ студентов Республики Беларусь "НИРС 2013"

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