Add to ORKGThe 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 propose
This article is about the models of binary choice, that can be used to predict the risk of bankruptc...
Оцінка кредитоспроможності позичальників у формі Вірогідність за замовчуванням є основним завданням...
Petrova, Natalia V. A multifactorial model for analyzing the profitability of products of an industr...
The Markov-swithing multivariate linear regression model for the problem of companies’ credit rating...
This paper is devoted to evaluation of robustness of forecasting by autoregressive model in the case...
In the work an analysis of the Russian alcohol market has been carried out. For forecasting of consu...
The methods of construction of a rating of commercial banks in sphere of consumer crediting have wor...
We study a non parametric estimation problem for regression models in continuous time with noises de...
The regression forecasting under functional distortions of the multivari ate linear regression model...
The article gives an overview of current foreign and domestic models estimating the probability of b...
The paper deals with parsimonious models of Markov chains. We present description of the developed s...
The performance analysis problem of the sequential test for simple hypotheses is considered. A new a...
Kvochko, T. A. Scoring approach in assessing the creditworthiness of individuals in commercial banks...
In the conditions of economic uncertainty of the organization look for ways of optimization of the c...
Автором розглянуті передумови та можливості використання окремих інструментів управління кредитним р...
This article is about the models of binary choice, that can be used to predict the risk of bankruptc...
Оцінка кредитоспроможності позичальників у формі Вірогідність за замовчуванням є основним завданням...
Petrova, Natalia V. A multifactorial model for analyzing the profitability of products of an industr...
The Markov-swithing multivariate linear regression model for the problem of companies’ credit rating...
This paper is devoted to evaluation of robustness of forecasting by autoregressive model in the case...
In the work an analysis of the Russian alcohol market has been carried out. For forecasting of consu...
The methods of construction of a rating of commercial banks in sphere of consumer crediting have wor...
We study a non parametric estimation problem for regression models in continuous time with noises de...
The regression forecasting under functional distortions of the multivari ate linear regression model...
The article gives an overview of current foreign and domestic models estimating the probability of b...
The paper deals with parsimonious models of Markov chains. We present description of the developed s...
The performance analysis problem of the sequential test for simple hypotheses is considered. A new a...
Kvochko, T. A. Scoring approach in assessing the creditworthiness of individuals in commercial banks...
In the conditions of economic uncertainty of the organization look for ways of optimization of the c...
Автором розглянуті передумови та можливості використання окремих інструментів управління кредитним р...
This article is about the models of binary choice, that can be used to predict the risk of bankruptc...
Оцінка кредитоспроможності позичальників у формі Вірогідність за замовчуванням є основним завданням...
Petrova, Natalia V. A multifactorial model for analyzing the profitability of products of an industr...