Conference Papers

Some statistical reflections about expected loss

Presenter(s): Tony Bellotti

Year of presentation: 2015

Affiliate institution: Imperial College London

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Conference Papers

A mover-stayer model with covariates for installment loans repayment process

Presenter(s): Halina Frydman; Anna Matuszyk

Year of presentation: 2015

Affiliate institution: New York University; Warsaw School of Economics

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Conference Papers

Dynamic scores: proactively managing through-the-cycle risk prediction

Presenter(s): Michael Cohen

Year of presentation: 2015

Affiliate institution: FICO

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Conference Papers

Better risk and attrition predictions: using temporal behaviour maps

Presenter(s): Shafi Rahman; Nitin Basant

Year of presentation: 2015

Affiliate institution: FICO

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Conference Papers

Behavioral scoring evolution: from monthly aggregates to single transactions

Presenter(s): Petr Kadeřábek; Marek Dvořák; Matěj Kratochvíl; František Navrátil; Dana Primasová; Jozef Zubrický

Year of presentation: 2015

Affiliate institution: Erste Group

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Conference Papers

On a systematic hyperparameter tuning framework in R for credit scoring with special considerations to class imbalance correction

Presenter(s): Gero Szepannek; Bernd Bischl; Tobias Kühn

Year of presentation: 2015

Affiliate institution: Santander Consumer Bank; LMU München

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Conference Papers

Impact of segmentation on the performance measures of LGD models

Presenter(s): Lyn Thomas; Katarzyna Bijak

Year of presentation: 2015

Affiliate institution: University of Southampton

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Conference Papers

IFRS 9: Evolution not revolution

Presenter(s): Nevan McBride

Year of presentation: 2015

Affiliate institution: Jaywing

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Conference Papers

Exploring the effects of macroeconomic variables on credit card delinquency and default behaviour

Presenter(s): Mindy Leow; Jonathan Crook

Year of presentation: 2015

Affiliate institution: The University of Edinburgh

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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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