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

Download paper

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

Download paper

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

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

Conference Papers

Reasoning about sequential decisions for customer management

Presenter(s): Dr Gerald Fahner

Year of presentation: 2015

Affiliate institution: FICO

Download paper