Dynamic credit quality evaluation with social network data

DOI10.1155/2019/8350464zbMath1442.62228OpenAlexW2926793229MaRDI QIDQ2337027

Yanyan Li

Publication date: 19 November 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/8350464

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to social sciences (62P25) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)

Cites Work

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• Structural models in consumer credit
• Nonparametric Bayes dynamic modelling of relational data
• Latent Space Approaches to Social Network Analysis
• Stochastic Calculus and Applications
• Latent Space Models for Dynamic Networks

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