Using Hidden Markov Model to Monitor Possible Loan Defaults in Banks
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More about this item
Keywords
Credit Risk; Financial Risk and Risk Management; Machine Learning; Hidden Markov Model; Sentiment Analysis.;All these keywords.
JEL classification:
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- H8 - Public Economics - - Miscellaneous Issues
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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