transition matrices
Construction of Transition Matrices for Binary FCSRs
... its transition matrix ...of transition matrices with a critical path of length 1 and fan-out ...such transition matrices (binary case) based on searching target connec- tion ...
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Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia
... explain transition intensities / ...quality transition matrices, for this sample, when we condition them on economic ...the matrices estimated from the duration ...
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Estimating Markov Transition Matrices Using Proportions Data: An Application to Credit Risk
... estimate transition matrices in circumstances where individual transitions are not ...The transition matrices can then be conditioned on macroeconomic variables to illustrate the impact of ...
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Identifying European Industries with Extreme Default Risk: Application of CVaR Techniques to Transition Matrices
... CVaR transition matrix approach used by these authors to calculate ...using transition matrices in an Australian setting (Allen, Kramadibrata, Powell, & Singh, 2011, 2012b; Allen & Powell, ...
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Investigating Transition Matrices on U.S. Residential Mortgage-Backed Securities
... The most common and straight-forward approach to estimate the transition matrices is the cohort method. It observes the starting states and the ending states for each security. The probabilities of rating ...
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Interpretation and approximation tools for big, dense Markov chain transition matrices in population genetics
... Transition matrices M resulting from this model are generally square, due to the fixed population size (a com- mon feature of many population genetic models, com- pare ...the transition probabilities ...
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An Alternative Methodology for Estimating Credit Quality Transition Matrices
... perspective, transition matrices constitute a fundamental tool for …nancial institutions, because they measure migration probabilities among ...states. Transition probabilities are at the core of ...
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A System for Creating and Manipulating Generalized Wordclass Transition Matrices From Large Labelled Text Corpora
... A SYSTEM FOR CREATING AND MANIPULATING GENERALIZED WORDCLASS TRANSITION MATRICES FROM LARGE LABELLED TEXT CORPORA A S Y S T E M ][7OR C R E A T I N G A N D M A N I P U L A T I N G G E N E R A L I Z E[.] ...
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Some properties of transition matrices for chain binomial models
... A chain binomial model is a Markov chain with a transition matrix whose rows are binomial probabilities. Two such chains are presented and illustrated with possible applications. The paper will focus in particular ...
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Analysis of bank Migration of Credit Risk using Transition Matrices
... between matrices having same mobility amount is of great importance in Credit risk context since migrations which are far possess diverse financial and economic consequences than migrations which are ...a ...
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Generalization of Hadamard Matrices
... Hadamard matrices,with getting bigger lengths and bigger minimum distance by using binary repre- sentation of the matrices that assists to increase secrecy of these information, increase the possibility of ...
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Compose Binary Matrices
... compose matrices we can get Hadamard matrices with the bigger lengths and the bigger minimum distance that assists to increase secrecy of these information and increase the possibility of correcting ...
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The lower bounds for the rank of matrices and some sufficient conditions for nonsingular matrices
... new and more accurate estimations for the lower bound for the rank of the matrix are obtained, such as theorems and corollaries in Section . Lastly, due to the nonsingularity of the matrix being closely related to the ...
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Covering matrices of a graph
... such matrices, especially for the properties namely the minimal point covering set, minimal dominating set and the minimal neighbourhood ...Many matrices including adjacency matrix, incidence matrix, cycle ...
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Estimations for spectral radius of nonnegative matrices and the smallest eigenvalue of M matrices
... A main equivalent representation of M-matrices indicates that the real parts of M- matrix eigenvalues are all positive (see []). Tong (see []) improved the result and con- cluded that the min-eigenvalue by the ...
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On the Infinite Products of Matrices
... all matrices in M are no expansive with respect to this norm and also a subsequence of the sequence of nonnegative integers such that the corresponding sequence of operators converges to an operator which is ...
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Bounds for Eigenvalues of Arrowhead Matrices and Their Applications to Hub Matrices and Wireless Communications
... This paper considers the lower and upper bounds of eigenvalues of arrow-head matrices. We propose a parameterized decomposition of an arrowhead matrix which is a sum of a diagonal matrix and a special kind of ...
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Almost separable matrices
... Group testing is an old and well-studied search problem, first considered by Dorfman [6], where the goal is to recover a sparse subset of k defective elements spread among n otherwise identical items. Instead of testing ...
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Innovative Structured Matrices
... We can think of innovative structured matrices in many ways. For example, one way is to construct a matrix from the indices or subscripts of elements of the matrix. The other way is to assign a particular same ...
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Algorithms for Bohemian Matrices
... By default the generateRandomSample function will sample b1 000 000/nc matrices from a Bohemian family containing matrices of dimension n. An optional third argument can be provided to specify additional ...
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