Browsing School of Business & Economics by Author "Weke, Patrick"

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    • Dynamic Credit Quality Evaluation with Social Network Data 

      Sewe, Stanley; Ngare, Philip; Weke, Patrick (Hindawi, 2019)
      We investigate the fltering 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 ...

    • Financial Time Series Modelling of Trends and Patterns in the Energy Markets 

      Aduda, Jane; Weke, Patrick; Ngare, Philip; Mwaniki, Joseph (Scientific Research Publishing Inc, 2016)
      Precise recognition of a time series path is important to policy makers, statisticians, economists, traders, hedgers and speculators alike. The correct time series path is also a key ingredient in pricing models. This ...