Conference Papers

Lessons from automatic modelling processes

Presenter(s): Kelly Gao; Andrew Jennings

Year of presentation: 2013

Affiliate institution: FICO

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Conference Papers

Improving credit scoring with random forests

Presenter(s): Dhruv Sharma

Year of presentation: 2013

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Conference Papers

Modelling credit grade migration in large portfolios

Presenter(s): Jon Forster

Year of presentation: 2013

Affiliate institution: Lloyds Banking Group; University of St Andrews

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Conference Papers

Handling the risk of obsolete information: is there a one-size-fits-all strategy?

Presenter(s): Christoforos Anagnostopoulos; Niall Adams

Year of presentation: 2013

Affiliate institution: Imperial College London; Heilbronn Institute for Mathematical Research

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Conference Papers

Customer sensitivity to credit risk decisions

Presenter(s): Matthew O'Kane

Year of presentation: 2013

Affiliate institution: Accenture

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Conference Papers

Non-linear cyclical effects in credit rating migrations: a Markov switching continuous time framework

Presenter(s): Dimitrios Papanastasiou; Jonathan Crook

Year of presentation: 2013

Affiliate institution: The University of Edinburgh; Bank of England

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Conference Papers

EL validation DB unsecured Basel model

Presenter(s): Jan Scholma; Maarten Terpstra

Year of presentation: 2013

Affiliate institution: ING Retail Netherlands

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Conference Papers

Imposing domain knowledge on algorithmic learning: an effective approach to construct deployable predictive models

Presenter(s): Dr Gerald Fahner

Year of presentation: 2013

Affiliate institution: FICO

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Conference Papers

Lessons in developing and applying decision modelling methods

Presenter(s): Neill Crossley

Year of presentation: 2013

Affiliate institution: FICO

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Conference Papers

Warning signals in credit fraud detection

Presenter(s): Aneta Ptak-Chmielewska; Anna Matuszyk

Year of presentation: 2013

Affiliate institution: Warsaw School of Economics

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