Intellectual Property Risk Tracking Method based on Kalman Filtering

Tianyuan Yu ()
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Tianyuan Yu: Hangzhou Dianzi University, School of Economics

A chapter in Proceedings of the 2025 5th International Conference on Enterprise Management and Economic Development (ICEMED 2025), 2025, pp 180-189 from Springer

Abstract: Abstract As the intellectual property pledge financing market continues to develop, this approach has increasingly become a crucial funding channel for technology-driven small and micro enterprises. At the same time, the risks and problems therein have also been exposed. Among them, the effective supervision of financing enterprises after loans has become one of the urgent problems to be solved in the current market. This paper, grounded in an analysis of market demand, first examines the challenge of monitoring the operational risks of enterprises post-intellectual property pledge financing. Subsequently, it devises a Kalman filtering-based risk tracking model. The proposed model comprehensively assesses enterprises’ debt-servicing capabilities by integrating multiple financial metrics, including the current ratio and quick ratio. The Kalman filtering model is utilized to obtain the parameter set of specific enterprises. By comparing the parameter set of specific enterprises with the overall risk threshold of the detection samples, enterprises are classified into three different types: healthy enterprises, light-risk enterprises, and heavy-risk enterprises. The model offers enterprises, banks, and third-party regulatory agencies a novel real-time risk tracking approach grounded in dynamic financial analysis.

Keywords: Intellectual property pledge financing; Kalman filtering; Risk Tracking; Dynamic financial analysis (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:spr:advbcp:978-94-6463-811-0_19

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DOI: 10.2991/978-94-6463-811-0_19

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