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

Download paper

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

Download paper

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

Download paper

Conference Papers

A Comparison of Feature Generation Techniques for Credit Risk Modelling

Presenter(s): Dan Kellett

Year of presentation: 2017

Affiliate institution: Capital One

Download paper

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

Download paper

Conference Papers

Probabilistic graphical models for reverse stress testing for retail banks

Presenter(s): Mark Somers

Year of presentation: 2015

Affiliate institution: 4Most (Europe) Ltd

Download paper

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

Download paper

Conference Papers

The prediction of time to default for personal loans using mixture cure models: including macro-economic factors

Presenter(s): Lore Dirick; Anthony Bellotti; Gerda Claeskens; Bart Baesens

Year of presentation: 2015

Affiliate institution: KU Leuven; Imperial College London; University of Southampton

Download paper

Conference Papers

Calculating optimal limits for transacting credit card customers

Presenter(s): Jonathan Budd; Peter Taylor

Year of presentation: 2015

Affiliate institution: The University of Melbourne

Download paper

Conference Papers

Understanding differential cycle sensitivity for loan portfolios

Presenter(s): James O'Donnell

Year of presentation: 2015

Affiliate institution: Westpac

Download paper