University of Edinburgh Business School
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Showing results 1-10 of 65 for Conference Papers in 2015

Conference Papers
Handling improbable labels
Presenter(s): Lewis Evans; Niall Adams; Christoforos Anagnostopoulos
Year of presentation: 2015
Affiliate institution: Imperial College London
Conference Papers
Should we throw away the variance of the score estimates?
Presenter(s): Mark Surdutovich; Genaro Dueire Lins
Year of presentation: 2015
Affiliate institution: Itaú Unibanco
Conference Papers
Predicting and monitoring changes in scoring data
Presenter(s): Vera Hofer; Georg Krempl
Year of presentation: 2015
Affiliate institution: University Graz; University Magdeburg
Conference Papers
‘Downturn’ estimates for Basel credit risk metrics
Presenter(s): Eric McVittie
Year of presentation: 2015
Affiliate institution: Experian
Conference Papers
Instabilities using Cox PH for forecasting or stress testing loan portfolios
Presenter(s): Joseph L. Breeden; Anthony Bellotti; Aleh Yablonski
Year of presentation: 2015
Conference Papers
Understanding differential cycle sensitivity for loan portfolios
Presenter(s): James O'Donnell
Year of presentation: 2015
Affiliate institution: Westpac
Conference Papers
Stochastic gradient boosting approach to daily attrition scoring based on high-dimensional RFM features
Presenter(s): Dr Gerald Fahner
Year of presentation: 2015
Affiliate institution: FICO
Conference Papers
Fitting a distribution to Value-at-Risk and Expected Shortfall, with an application to covered bonds
Presenter(s): Dirk Tasche
Year of presentation: 2015
Affiliate institution: Bank of England
Conference Papers
A survey of random forest usage for fraud detection at Lloyds Banking Group
Presenter(s): Adam Langron
Year of presentation: 2015
Affiliate institution: Lloyds Banking Group
Conference Papers
Cyber analytics: streaming transaction analytics to identify malevolent cyber intrusions
Presenter(s): Jehan Athwal; Matthew Kennel; Scott Zoldi
Year of presentation: 2015
Affiliate institution: FICO
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