Conference Papers

Predicting loss given default: an extension of single factor model

Presenter(s): Xiao Yao; Jonathan Crook; Galina Andreeva

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

Corporate governance measures and financial distress

Presenter(s): Zhiyong Li; Jonathan Crook; Galina Andreeva

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

Text mining for improved risk assessment

Presenter(s): Dan Kellett; Sam Boundy; Gareth Thomas

Year of presentation: 2013

Affiliate institution: Capital One

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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

Incorporating lifecycle and environment in loan-level forecasts and stress tests

Presenter(s): Joseph L. Breeden

Year of presentation: 2013

Affiliate institution: Prescient Models

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Conference Papers

Imposing domain knowledge on algorithmic learning: an effective approach to construct deployable predictive models

Presenter(s): Dr Gerald Fahner

Year of presentation: 2013

Affiliate institution: FICO

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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

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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Conference Papers

Measuring economic downturns: past recessions and their implication for forward looking provision models as required under IFRS9

Presenter(s): Mark Somers; Judit Sandor

Year of presentation: 2013

Affiliate institution: 4Most (Europe) Ltd

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Conference Papers

A comparative analysis of the UK and Italian small businesses using generalized extreme value model

Presenter(s): Galina Andreeva; Raffaella Calabrese; Silvia Angela Osmetti

Year of presentation: 2013

Affiliate institution: The University of Edinburgh; University of Essex; Università Cattolica del Sacro Cuore

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