In chapter 5 ~ (th), by utilizing the Markov models of credit transition probability matrix, we study the problem of forward loan pricing.
第五章采用信用转移的马氏链模型,研究了远期贷款定价问题。
The definition of the Markov chain M matrix is stated and some of its properties are proved, base on canonical representation of the one-step transition probability matrix.
在一步转移概率 矩阵典型化的基础上,给出马尔可夫链M 矩 阵的定义并证明它的一些性质。
CDCPM describes the feature space of model by center distance normal distribution (CDN), and simplifies and improves the HMM efficiently by getting rid of the state transition probability matrix a.
CDCPM用中心距离正态(CDN)分布描述模型特征空间,去掉了H MM的状态转移概率矩阵a,对HMM进行了简化和改进。
CDCPM describes the feature space of model by center distance normal distribution (CDN), and simplifies and improves the HMM efficiently by getting rid of the state transition probability matrix a.
CDCPM用中心距离正态(CDN)分布描述模型特征空间,去掉了H MM的状态转移概率矩阵a,对HMM进行了简化和改进。
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