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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Conference Papers

Benchmarking alternative data for scoring the “Uns”

Presenter(s): Bailey Klinger

Year of presentation: 2015

Affiliate institution: EFL Global Ltd.

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Conference Papers

Sand pile modeling of economic variables for credit risk applications

Presenter(s): João Pires da Cruz; Helena Cruz; Janshukan Rajaratnam; Peter Beling; George A. Overstreet Jr.

Year of presentation: 2015

Affiliate institution: Closer Consulting Ltd; University of Lisbon; University of Cape Town; University of Virginia

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Conference Papers

Consumer risk appetite, the credit cycle, and the housing bubble

Presenter(s): Joseph L. Breeden; José Canals-Cerdá

Year of presentation: 2015

Affiliate institution: Prescient Models; Federal Reserve Bank of Philadelphia

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Conference Papers

Confidence-based z-score (a measure of bank solvency)

Presenter(s): Davide Mare; Fernando Moreira; Roberto Rossi

Year of presentation: 2015

Affiliate institution: The University of Edinburgh

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Conference Papers

Handling improbable labels

Presenter(s): Lewis Evans; Niall Adams; Christoforos Anagnostopoulos

Year of presentation: 2015

Affiliate institution: Imperial College London

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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

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