Credit Risk Assessment Using Model-Based Clustering
碩士 === 國立東華大學 === 應用數學系 === 98 === This paper used the Gaussian mixture model to find credit risk. The author referred to Fraley and Raftery (2002), used the covariance that parameterized by eigenvalue decomposition and got ten models. As for the variables, the author extracted 22 variables from Alt...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54588626970986075964 |