Conference Papers

Forecasting retail credit market conditions

Presenter(s): Eric McVittie

Year of presentation: 2015

Affiliate institution: Experian

Download paper

Conference Papers

Credit risk evaluation for loan guarantee chain in China

Presenter(s): Xinhai Liu; Xiangfeng Meng

Year of presentation: 2015

Affiliate institution: People's Bank of China; Peking University

Download paper

Conference Papers

Analytical solutions to multi-period credit portfolio management: a macroeconomic approach

Presenter(s): Juan M. Licari; Gustavo Ordóñez-Sanz

Year of presentation: 2015

Affiliate institution: Moody's

Download paper

Conference Papers

A survey of random forest usage for fraud detection at Lloyds Banking Group

Presenter(s): Adam Langron

Year of presentation: 2015

Affiliate institution: Lloyds Banking Group

Download paper

Conference Papers

Predicting and monitoring changes in scoring data

Presenter(s): Vera Hofer; Georg Krempl

Year of presentation: 2015

Affiliate institution: University Graz; University Magdeburg

Download paper

Conference Papers

Benchmarking alternative data for scoring the “Uns”

Presenter(s): Bailey Klinger

Year of presentation: 2015

Affiliate institution: EFL Global Ltd.

Download paper

Conference Papers

Collaborative profiling: predictive profiling from other customers’ behavior

Presenter(s): Matthew Kennel; Scott Zoldi

Year of presentation: 2015

Affiliate institution: FICO

Download paper

Conference Papers

Multi-bureau data: maximising predictive accuracy and customer understanding

Presenter(s): Dr Mark Kelly

Year of presentation: 2015

Affiliate institution: DecisionMetrics

Download paper

Conference Papers

Behavioral scoring evolution: from monthly aggregates to single transactions

Presenter(s): Petr Kadeřábek; Marek Dvořák; Matěj Kratochvíl; František Navrátil; Dana Primasová; Jozef Zubrický

Year of presentation: 2015

Affiliate institution: Erste Group

Download paper

Conference Papers

Modelling operational risk using extreme value theory and skew t-copulas

Presenter(s): Betty Johanna Garzon Rozo; Jonathan Crook; Fernando Moreira

Year of presentation: 2015

Affiliate institution: The University of Edinburgh

Download paper