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

Banking system in crisis: an economic capital viewpoint

Presenter(s): Antoniou Paschalis; Konstantinos Papalamprou

Year of presentation: 2015

Affiliate institution: National Bank of Greece; Aristotle University of Thessaloniki

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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

Balance sheet constraints and firesale externalities

Presenter(s): Jukka Isohätälä and Alistair Milne

Year of presentation: 2015

Affiliate institution: Loughborough University

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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

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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