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Please use this identifier to cite or link to this item:
https://bura.brunel.ac.uk/handle/2438/33707| Title: | Modelling Defaultable Loan Repayment Cashflows Using Neural Hawkes Processes |
| Authors: | Deol, Jugraj Date, Paresh |
| Keywords: | 0102 Applied Mathematics;1502 Banking, Finance and Investment |
| Issue Date: | 2026 |
| Publisher: | Oxford University Press on behalf of the Institute of Mathematics and its Applications |
| Citation: | Deol, J. and Date, P. (2026) 'Modelling Defaultable Loan Repayment Cashflows Using Neural Hawkes Processes', IMA Journal of Management Mathematics, 00(0) |
| Abstract: | ... |
| Description: | ... |
| URI: | https://bura.brunel.ac.uk/handle/2438/33707 |
| ISSN: | 1471-678X |
| Appears in Collections: | Department of Mathematics Embargoed Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | Embargoed until publication | 408.44 kB | Adobe PDF | View/Open |
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