Conference Papers

Multi-collinearity of MEVs in risk modelling: using divergence weighted independence graphs

Presenter(s): Joe Whittaker

Year of presentation: 2008

Affiliate institution: Lancaster University

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Conference Papers

Diversification benefit calculations for retail portfolios

Presenter(s): Joseph L. Breeden

Year of presentation: 2008

Affiliate institution: Strategic Analytics Inc

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Conference Papers

Dynamic consumer risk models: an overview

Presenter(s): Jonathan Crook; Tony Bellotti

Year of presentation: 2008

Affiliate institution: The University of Edinburgh

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Conference Papers

A comparative study of two different credit models

Presenter(s): Eric D. Olson; Billie Anderson; J. Michael Hardin

Year of presentation: 2007

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Conference Papers

Support vector machines for credit scoring and discovery of significant features

Presenter(s): Tony Bellotti; Jonathan Crook

Year of presentation: 2007

Affiliate institution: The University of Edinburgh

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Conference Papers

Optimizing the price of consumer credit

Presenter(s): Robert Phillips

Year of presentation: 2007

Affiliate institution: Nomis Solutions

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Conference Papers

Determinants and effects of mortgage equity withdrawal in the United Kingdom

Presenter(s): Philomena M. Bacon

Year of presentation: 2007

Affiliate institution: University of East Anglia

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Conference Papers

Measuring the discrimination quality of suites of scorecards: ROCS, Ginis, Bounds and Segmentation

Presenter(s): Lyn Thomas

Year of presentation: 2007

Affiliate institution: University of Southampton

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Conference Papers

A statistical model for the temporal pattern of individual ATM withdrawals

Presenter(s): Adam Brentnall; Martin Crowder; David Hand

Year of presentation: 2007

Affiliate institution: Imperial College London

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Conference Papers

Does credit scoring produce a disparate impact?

Presenter(s): Robert B. Avery; Kenneth P. Brevoort; Glenn Canner

Year of presentation: 2007

Affiliate institution: Board of Governors of the Federal Reserve System

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