Conference Papers

Once in a lifetime change: PD modelling under IFRS 9

Presenter(s): Thomas Clifford; Pawel Tatarczyk; Robert Richter

Year of presentation: 2015

Affiliate institution: Deloitte

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Conference Papers

The analysis of the micro enterprise failures using survival models

Presenter(s): Aneta Ptak-Chmielewska

Year of presentation: 2015

Affiliate institution: Warsaw School of Economics

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Conference Papers

Expanding the credit eligible population in the USA: a case study

Presenter(s): Dr Andrew Jennings

Year of presentation: 2015

Affiliate institution: FICO

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Conference Papers

It’s not all about the money: bankruptcy prediction using relational data

Presenter(s): Ellen Tobback

Year of presentation: 2015

Affiliate institution: Applied Data Mining; Universiteit Antwerpen

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Conference Papers

Some statistical reflections about expected loss

Presenter(s): Tony Bellotti

Year of presentation: 2015

Affiliate institution: Imperial College London

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Conference Papers

A mover-stayer model with covariates for installment loans repayment process

Presenter(s): Halina Frydman; Anna Matuszyk

Year of presentation: 2015

Affiliate institution: New York University; Warsaw School of Economics

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Conference Papers

Dynamic scores: proactively managing through-the-cycle risk prediction

Presenter(s): Michael Cohen

Year of presentation: 2015

Affiliate institution: FICO

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Conference Papers

Better risk and attrition predictions: using temporal behaviour maps

Presenter(s): Shafi Rahman; Nitin Basant

Year of presentation: 2015

Affiliate institution: FICO

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Conference Papers

Behavioral scoring evolution: from monthly aggregates to single transactions

Presenter(s): Petr Kadeřábek; Marek Dvořák; Matěj Kratochvíl; František Navrátil; Dana Primasová; Jozef Zubrický

Year of presentation: 2015

Affiliate institution: Erste Group

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Conference Papers

On a systematic hyperparameter tuning framework in R for credit scoring with special considerations to class imbalance correction

Presenter(s): Gero Szepannek; Bernd Bischl; Tobias Kühn

Year of presentation: 2015

Affiliate institution: Santander Consumer Bank; LMU München

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