Conference Papers

Reducing Model Risk Using Bayesian Approach: Application to PD Modelling of Mortgage Loans

Presenter(s): Zheqi Wang; Jonathan Crook; Galina Andreeva

Year of presentation: 2019

Affiliate institution: The University of Edinburgh

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Conference Papers

Risk Based Pricing of Unsecured Loans Under Model Risk

Presenter(s): Mark Somers

Year of presentation: 2019

Affiliate institution: 4most

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Conference Papers

Sample Selection Bias in Peer-to-Peer Lending

Presenter(s): Raffaella Calabrese; Silvia Angela Osmetti; Luca Zanin

Year of presentation: 2019

Affiliate institution: The University of Edinburgh; Catholic University of Milan; Prometeia

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Conference Papers

Deep Generative Models for Reject Inference in Credit Scoring

Presenter(s): Andrade Mancisidor; Robert Jenssen; Michael Kampffmeyer; Kjersti Aas

Year of presentation: 2019

Affiliate institution: University of Tromsø; Norwegian Computing Center

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Conference Papers

Self-Learning for Reject Inference in Credit Scoring: New Framework and Evaluation Metric

Presenter(s): Nikita Kozodoi; Panagiotis Katsas; Stefan Lessmann; Konstantinos Papakonstantinou; Luis Moreira-Matias

Year of presentation: 2019

Affiliate institution: Humboldt University of Berlin; Kreditech

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Conference Papers

Addressing Missing Values in Credit Scoring

Presenter(s): Haoye Liang; Jake Ansell; Meng Ma

Year of presentation: 2019

Affiliate institution: The University of Edinburgh

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Conference Papers

Data-Driven Classification of Credit Card User Types

Presenter(s): Gergana Atanasova; Chris Curtis

Year of presentation: 2019

Affiliate institution: Experian

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Conference Papers

Clustering Defaults into Different Groups to Improve Default Model Fit and Predictive Performance

Presenter(s): Yazhe Li; Anthony Bellotti; Niall Adams

Year of presentation: 2019

Affiliate institution: Imperial College London

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Conference Papers

Reducing Estimation Risk Using Bayesian Approach: Application to Stress Testing Mortgage Loan Default

Presenter(s): Zheqi Wang; Jonathan Crook; Galina Andreeva

Year of presentation: 2019

Affiliate institution: The University of Edinburgh

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Conference Papers

On the Stress Testing Credit Default Using Survival Models

Presenter(s): Viani Biatat Djeundje; Jonathan Crook

Year of presentation: 2019

Affiliate institution: The University of Edinburgh

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