Conference Papers

Modified logistic regression using the EM algorithm for reject inference

Presenter(s): Billie S. Anderson; J. Michael Hardin

Year of presentation: 2009

Affiliate institution: SAS Institute; The University of Alabama

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Conference Papers

Dynamic models of default on UK credit cards

Presenter(s): Jonathan Crook; Tony Bellotti

Year of presentation: 2009

Affiliate institution: The University of Edinburgh

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Conference Papers

Measuring the quality of credit scoring models

Presenter(s): Martin Řezáč; František Řezáč

Year of presentation: 2009

Affiliate institution: Masaryk University

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Conference Papers

Expected loss customer risk grading

Presenter(s): James O'Donnell

Year of presentation: 2009

Affiliate institution: Westpac Banking Corporation

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Conference Papers

Explaining aggregate consumer delinquency behaviour over time

Presenter(s): Jonathan Crook; John Banasik

Year of presentation: 2009

Affiliate institution: The University of Edinburgh

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Conference Papers

Clustering large credit client data sets for classification with SVM

Presenter(s): Ralf Stecking; Klaus B. Schebesch

Year of presentation: 2009

Affiliate institution: University of Oldenburg; University 'Vasile Goldis' Arad

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Conference Papers

Scorecard design for fraud detection (with text mining, predictive modelling and social network theory)

Presenter(s): Terisa Roberts; Philip Pretorius

Year of presentation: 2009

Affiliate institution: North-West University

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Conference Papers

Developing a commercial credit risk rating model: case study of a petrochemical company

Presenter(s): Dennis W. Banks; Ali Ebrahimnejad

Year of presentation: 2009

Affiliate institution: Maastricht University

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Conference Papers

On one method of estimating the a priori bad rate for the accurate calibration of the credit scoring models

Presenter(s): Nikolay Filipenkov

Year of presentation: 2009

Affiliate institution: Bank of Moscow

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Conference Papers

Construction of a rating based on a bankruptcy prediction model

Presenter(s): Małgorzata Wrzosek; Arkadiusz Ziemba

Year of presentation: 2009

Affiliate institution: StatConsulting Sp

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