Adelaide Research & Scholarship
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https://hdl.handle.net/2440/90452
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| Type: | Journal article |
| Title: | A double HMM approach to Altman Z-scores and credit ratings |
| Author: | Elliott, R. Siu, T. Fung, E. |
| Citation: | Expert Systems with Applications, 2014; 41(4):1553-1560 |
| Publisher: | Elsevier |
| Issue Date: | 2014 |
| ISSN: | 0957-4174 1873-6793 |
| Statement of Responsibility: | Robert J. Elliott, Tak Kuen Siu, Eric S. Fung |
| Abstract: | Abstract not available |
| Keywords: | Altman Z-scores; credit ratings; double hidden Markov models; filters; EM algorithm |
| Rights: | © 2013 Elsevier Ltd. All rights reserved. |
| DOI: | 10.1016/j.eswa.2013.08.052 |
| Published version: | http://dx.doi.org/10.1016/j.eswa.2013.08.052 |
| Appears in Collections: | Aurora harvest 7 Mathematical Sciences publications |
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