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

Credit scoring and credit risk management – some regularly occurring challenges

Presenter(s): David Edelman

Year of presentation: 2011

Affiliate institution: ThreeCs Limited

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Conference Papers

Accurate valuation and effective targeting of low response programmes using propensity score matching techniques

Presenter(s): Kevin Chisholm

Year of presentation: 2011

Affiliate institution: Capital One

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Conference Papers

Multi-period credit default prediction with time-varying covariates

Presenter(s): Walter Orth

Year of presentation: 2011

Affiliate institution: University of Cologne

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Conference Papers

Competing risks in credit scoring using survival analysis and economical modelling

Presenter(s): Cristián Bravo; Lyn C. Thomas; Richard Weber

Year of presentation: 2011

Affiliate institution: Universidad de Chile; University of Southampton

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