Dynamic Credit Quality Evaluation with Social Network Data
We investigate the filtering problem where the borrower’s time varying credit quality process is estimated using continuous time observation process and her (in this paper we refer to the borrower as female and the lender as male) ego-network data. The hidden credit quality is modeled as a hidden Ga...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2019-01-01
|
| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2019/8350464 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
YOU and YOUR CREDIT: Home Ownership and Credit
by: Michael S. Gutter, et al.
Published: (2008-10-01)
by: Michael S. Gutter, et al.
Published: (2008-10-01)