Conference Papers

The impact of multicollinearity on the variation of coefficient estimation when using logistic regression

Presenter(s): Erika de Jongh; Gregg Webster

Year of presentation: 2013

Affiliate institution: Standard Bank of South Africa; North West University

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Conference Papers

General approximators for credit scoring: practical considerations

Presenter(s): Thomas Hill; Vladimir Rastunkov; Knut Opdal

Year of presentation: 2013

Affiliate institution: StatSoft; StatSoft Norway

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Conference Papers

A mean-reverting model to create macroeconomic scenarios for credit risk models

Presenter(s): Joseph L. Breeden

Year of presentation: 2013

Affiliate institution: Prescient Models

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Conference Papers

Big data developments in transaction analytics

Presenter(s): Scott M. Zoldi

Year of presentation: 2013

Affiliate institution: FICO

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Conference Papers

Application scoring in utilities: what do the people we can’t reject tell us about the power of reject inference?

Presenter(s): Rebecca Coram

Year of presentation: 2013

Affiliate institution: British Gas

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Conference Papers

Resetting the data standard: changing the face of credit decisioning

Presenter(s): Mark Kelly

Year of presentation: 2013

Affiliate institution: DecisionMetrics

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Conference Papers

Modelling cross-border bank contagion using Marshall-Olkin copula

Presenter(s): Silvia Angela Osmetti; Raffaella Calabrese

Year of presentation: 2013

Affiliate institution: Università Cattolica del Sacro Cuore; University of Milano-Bicocca

Conference Papers

Default and prepayment: an NPV analysis under a Markovian dynamics of the credit market

Presenter(s): Lorenzo Quirini; Luigi Vannucci; Fabrizio Cipollini

Year of presentation: 2013

Affiliate institution: Consum.it; University of Florence

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Conference Papers

Capital sensitivity to the PD calibration methodology

Presenter(s): Dr Robert Johnson

Year of presentation: 2013

Affiliate institution: Lloyds Banking Group

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Conference Papers

Benchmarking state-of-the-art classification algorithms for credit scoring: a ten-year update

Presenter(s): Stefan Lessmann; Hsin-Vonn Seow; Bart Baesens; Lyn Thomas

Year of presentation: 2013

Affiliate institution: University of Hamburg; University of Nottingham-Malaysia Campus; KU Leuven; University of Southampton

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