Conference Papers

Inflated mixture models: applications to multimodality in loss given defualt

Presenter(s): Mauro Ribeiro de Oliveira Júnior; Francisco Louza; Gustavo Henrique de Araujo Pereira; Fernando Moreira; Raffaella Calabrese

Year of presentation: 2015

Affiliate institution: Caixa Econômica Federal; Federal University of Sao Carlos

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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

On the heterogeneous effects of non-credit-related information in online P2P lending: a quantile regression analysis

Presenter(s): Sirong Luo; Dengpan Liu; Yinmin Ye

Year of presentation: 2015

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Conference Papers

Instabilities using Cox PH for forecasting or stress testing loan portfolios

Presenter(s): Joseph L. Breeden; Anthony Bellotti; Aleh Yablonski

Year of presentation: 2015

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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

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

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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

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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

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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

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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

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