Factorial Network Models to Improve P2P Credit Risk Management

Author:

Ahelegbey Daniel Felix,Giudici Paolo,Hadji-Misheva Branka

Publisher

Frontiers Media SA

Reference30 articles.

1. Latent factor models for credit scoring in P2P systems;Ahelegbey;Physica A,2019

2. Bayesian graphical models for structural vector autoregressive processes;Ahelegbey;J. Appl. Econom.

3. Sparse graphical vector autoregression: a bayesian approach;Ahelegbey;Ann. Econ. Stat.

4. Review of the literature on credit risk modeling: development of the past 10 years;Alam;Banks Bank Syst.,2010

5. Financial ratios, discriminant analysis and the prediction of corporate bankrupcy;Altman;J. Finance,1968

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