Dynamic prediction of financial distress based on Kalman filtering

DOI10.1155/2014/370280MaRDI QIDQ2321384zbMATH OpenOpenAlexWikidataFDO

Authors Qian Zhuang, Lianghua Chen

Publication date 23 August 2019

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

Copyright license Creative Commons Attribution 3.0 Unported

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)

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Cites work

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

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• Online estimation for a predictive analytics platform with a financial-stability-analysis application
• PREDICTION OF FINANCIAL DISTRESS BY MULTIVARIATE STATISTICAL ANALYSIS: THE CASE OF FIRMS TAKEN INTO THE SURVEILLANCE MARKET IN THE ISTANBUL STOCK EXCHANGE
• Bayesian kernel based classification for financial distress detection

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