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A Double HMM approach to Altman Z-scores and credit ratings.

, , and . Expert Syst. Appl., 41 (4): 1553-1560 (2014)

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On a multivariate Markov chain model for credit risk measurement, , , and . Quantitative Finance, 5 (6): 543--556 (2005)Unidimensional nonnegative scaling for genome-wide Linkage Disequilibrium maps., , , and . Int. J. Bioinform. Res. Appl., 4 (4): 417-434 (2008)Building Genetic Networks for Gene Expression Patterns., , and . IDEAL, volume 3177 of Lecture Notes in Computer Science, page 17-24. Springer, (2004)A high-order Markov-switching model for risk measurement., , , , and . Comput. Math. Appl., 58 (1): 1-10 (2009)On construction of stochastic genetic networks based on gene expression sequences., , , and . Int. J. Neural Syst., 15 (4): 297-310 (2005)Risk measures and behaviors for bonds under stochastic interest rate models., , , , and . Math. Comput. Model., 56 (9-10): 204-217 (2012)A Recursive Method for Solving Haplotype Frequencies with Application to Genetics., , , and . J. Bioinform. Comput. Biol., 4 (6): 1269-1286 (2006)A Double HMM approach to Altman Z-scores and credit ratings., , and . Expert Syst. Appl., 41 (4): 1553-1560 (2014)Higher-order Markov chain models for categorical data sequences, , and . Naval Research Logistics (NRL), 51 (4): 557--574 (2004)Higher-Order Hidden Markov Models with Applications to DNA Sequences., , and . IDEAL, volume 2690 of Lecture Notes in Computer Science, page 535-539. Springer, (2003)