Dynamic Credit Quality Evaluation with Social Network Data

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...

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Bibliographic Details
Main Authors: Stanley Sewe, Philip Ngare, Patrick Weke
Format: Article
Language:English
Published: Wiley 2019-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2019/8350464
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