Conference Papers

A joint credit scoring model for peer-to-peer lending and credit bureau: a flexible bivariate model with copula dependence structure

Presenter(s): Raffaella Calabrese; Silvia Angela Osmetti; Luca Zanin

Year of presentation: 2017

Affiliate institution: University of Edinburgh; Catholic University of the Sacred Heart; Prometeia

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Conference Papers

A framework for scorecard modelling using R

Presenter(s): Gero Szepannek

Year of presentation: 2017

Affiliate institution: Stralsund University of Applied Sciences

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Conference Papers

A fractal ROC curve – a simple model for impact of Gini coefficient’s improvement on credit losses

Presenter(s): Blazej Kochanski

Year of presentation: 2017

Affiliate institution: Gdansk University of Technology (Politechnika Gdanska)

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Conference Papers

A dynamic credit scoring model based on contour subspaces

Presenter(s): Kirill Romanyuk

Year of presentation: 2017

Affiliate institution: Saint Petersburg State University

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Conference Papers

A cross-sectional survival analysis regression model with applications to consumer credit risk

Presenter(s): Mercy Munemo; Musa Malwandla; Gerbrand Breed

Year of presentation: 2017

Affiliate institution: Barclays Africa Group

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Conference Papers

A credit scoring model based on alternative mobile data for financial inclusion

Presenter(s): Xinhai Liu; Wei Ding; Ti Wang; Xiangfeng Meng

Year of presentation: 2017

Affiliate institution: Peking University; China Unicom Network Technology Research Institute; People's Bank of China

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Conference Papers

A credit evaluation model based on random walk for guaranteed loan among enterprises

Presenter(s): Xinhai Liu; Xiangfeng Meng

Year of presentation: 2017

Affiliate institution: Peking University; People's Bank of China

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Conference Papers

A Comparison of Feature Generation Techniques for Credit Risk Modelling

Presenter(s): Dan Kellett

Year of presentation: 2017

Affiliate institution: Capital One

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