Conference Papers

A Multi-objective Approach for Profit-driven Feature Selection in Credit Scoring

Presenter(s): Stefan Lessmann; Nikita Kozodoi; Bart Baesens; Konstantinos Papakonstantinou

Year of presentation: 2019

Affiliate institution: Humboldt University of Berlin; KU Leuven; Kreditech

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Conference Papers

Use of CATO Data in Affordability

Presenter(s): Tim Baker

Year of presentation: 2019

Affiliate institution: Experian

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Conference Papers

Affordability—Past, Present and Future

Presenter(s): Steven Baker; Alice Zanotti, Daniel Weaver

Year of presentation: 2019

Affiliate institution: Equifax

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Conference Papers

Innovations in LGD Modelling, Within Regulatory Constraints

Presenter(s): Richard Knight; Laurence Winiarski

Year of presentation: 2019

Affiliate institution: Nationwide Building Society

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Conference Papers

Long-run and Downturn Credit Risk Estimates for Basel IRB Using Bureau Data

Presenter(s): Vasileios Ioannou

Year of presentation: 2019

Affiliate institution: Equifax

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Conference Papers

Forecasting Recovery Rates on Non-performing Loans with Machine Learning

Presenter(s): Paolo Gambetti; Anthony Bellotti; Damiano Brigo; Frédéric Vrins

Year of presentation: 2019

Affiliate institution: UC Louvain; Imperial College London

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Conference Papers

The Other Side of the Balance Sheet: Price Elasticity Modelling and Optimisation for a Deposit Portfolio

Presenter(s): Ben Willcocks

Year of presentation: 2019

Affiliate institution: FICO

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Conference Papers

Defining Optimal Approaches for Building Risk-based Revenue Model for Credit Cards: A Case Study

Presenter(s): Dmytro Kolechko

Year of presentation: 2019

Affiliate institution: Vietnam Prosperity Bank

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Conference Papers

Rise of the Machines—The Future of Credit Scoring?

Presenter(s): Matthew Jones; John Roberts

Year of presentation: 2019

Affiliate institution: Nationwide Building Society

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Conference Papers

Estimation of Probability of Default with Machine Learning Techniques: A Comparative Approach

Presenter(s): Stefano Bonini; Giuliana Caivano

Year of presentation: 2019

Affiliate institution: University of Bologna

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