20 citations · 38 across the 4 of their papers we have counts for
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stat.AP2026
Bayesian Dynamic Gamma Models for Route-Level Travel Time Reliability
Vadim Sokolov, Refik Soyer
Route-level travel time reliability requires characterizing the distribution of total travel time across correlated segments -- a problem where existing methods either assume indep…
stat.AP2017
A Bayesian approach to modeling mortgage default and prepayment
Arnab Bhattacharya, Simon P. Wilson, Refik Soyer
In this paper we present a Bayesian competing risk proportional hazards model to describe mortgage defaults and prepayments. We develop Bayesian inference for the model using Marko…
stat.AP2013★ 17 cited
Assessment of mortgage default risk via Bayesian state space models
Tevfik Aktekin, Refik Soyer, Feng Xu
Managing risk at the aggregate level is crucial for banks and financial institutions as required by the Basel III framework. In this paper, we introduce discrete time Bayesian stat…