Conference Papers

Effect of decision tree quality on tree-based optimization results

Presenter(s): Dr Vladimir Fishman; Dr Anatoly Reynberg

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

Improving PD and LGD models following the changes in the market

Presenter(s): Wemke van der Weij; Marcel den Hollander

Year of presentation: 2009

Affiliate institution: SNS REAAL

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Conference Papers

Predictive sequential debt collection management with z-similarities

Presenter(s): Adam Brentnall; Martin Crowder; David Hand

Year of presentation: 2009

Affiliate institution: Queen Mary University of London; Imperial College London

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Conference Papers

The value of non-financial information in SME risk management

Presenter(s): Edward I. Altman; Gabriele Sabato; Nicholas Wilson

Year of presentation: 2009

Affiliate institution: New York University; RBS Risk Management; Leeds University Business School

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Conference Papers

Event history analysis for debt collection portfolios

Presenter(s): Fanyin Zhou; Nick Heard; David Hand

Year of presentation: 2009

Affiliate institution: Imperial College London

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Conference Papers

A practical framework for credit risk stress testing

Presenter(s): David Martens; Tony van Gestel; Karlien Vanden Branden; Joachim Jacobs; Bart Baesens

Year of presentation: 2009

Affiliate institution: University College Ghent; KU Leuven; Dexia Group; University of Southampton

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Conference Papers

Strategy comparison with optimization

Presenter(s): Sehyun Jun; Choon-Kyeong Kim

Year of presentation: 2009

Affiliate institution: Citi; R&R Consulting

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Conference Papers

The practicalities of scoring with continuous predictors

Presenter(s): Ross Gayler

Year of presentation: 2009

Affiliate institution: Veda

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Conference Papers

Forward-looking odds: incorporating economics into credit scoring

Presenter(s): G. Sullivan

Year of presentation: 2009

Affiliate institution: FICO

Conference Papers

This house believes…that credit scoring methods and applications are stuck in the 1980s

Presenter(s): Jon Hinder; Gillian Groom

Year of presentation: 2009

Affiliate institution: Rhino Risk; Southampton University

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