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Conference Papers
Low Default Portfolio (LDP) modelling: Probability of Default (PD) calibration conundrum
Presenter(s): Thomas Clifford; Alexander Marianski; Krisztian Sebestyen
Year of presentation: 2013
Affiliate institution: Deloitte
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
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
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
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
Modelling credit grade migration in large portfolios
Presenter(s): Jon Forster
Year of presentation: 2013
Affiliate institution: Lloyds Banking Group; University of St Andrews
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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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