Credit risk modeling using Bayesian network with a latent variable

作者：

Highlights：

• Discrete Bayesian Networks with latent variable is introduced.

• A full procedure parameters and structure learning is provided.

• Credit risk is modeled using the proposed Bayesian network.

摘要

•Discrete Bayesian Networks with latent variable is introduced.•A full procedure parameters and structure learning is provided.•Credit risk is modeled using the proposed Bayesian network.

论文关键词：Credit risk,Bayesian network,Latent variable,EM algorithm,Mixture model,Payment default

论文评审过程：Received 1 November 2018, Revised 7 March 2019, Accepted 8 March 2019, Available online 8 March 2019, Version of Record 15 March 2019.

论文官网地址：https://doi.org/10.1016/j.eswa.2019.03.014