Dynamic prediction of financial distress based on Kalman filtering

DOI10.1155/2014/370280zbMATH Open1419.93066OpenAlexW2129683496WikidataQ59039040 ScholiaQ59039040MaRDI QIDQ2321384FDOQ2321384

Lianghua Chen, Qian Zhuang

Publication date: 23 August 2019

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/370280

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

Cites Work

• Time series analysis by state space methods.
• Kalman filter-based identification for systems with randomly missing measurements in a network environment
• Introduction to random signals and applied Kalman filtering. With Matlab exercises and solutions

Cited In (3)

• Evolutionary prediction of nonstationary event popularity dynamics of Weibo social network using time-series characteristics
• Dynamic financial distress prediction based on Kalman filtering
• Bayesian kernel based classification for financial distress detection

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