Conference Papers

Incorporating stochastic dominance constraints in credit scoring methodology – models and experimental results

Presenter(s): Debashish Sarkar

Year of presentation: 2007

Affiliate institution: CIT

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Conference Papers

Using Monte Carlo simulation to investigate the link between changes in bad debt as a result of changes in credit scorecard performance as measured by the Gini coefficient

Presenter(s): Chris Sykes

Year of presentation: 2007

Affiliate institution: Royal Bank of Scotland

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Conference Papers

New directions in automated decisioning

Presenter(s): Marc Cohen

Year of presentation: 2007

Affiliate institution: Fair Isaac Corp.

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Conference Papers

Developing classifiers from unbalanced datasets

Presenter(s): Konstantinos Falangis; John Glen

Year of presentation: 2007

Affiliate institution: The University of Edinburgh

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Conference Papers

Effects of missing data in credit risk scoring. A comparative analysis of methods to gain robustness in presence of sparse data

Presenter(s): Raquel Flórez-López

Year of presentation: 2007

Affiliate institution: University of León

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Conference Papers

Scoring in the developing markets

Presenter(s): Alex Kordichev; Natalia Katilova

Year of presentation: 2007

Affiliate institution: Rosbank; ING Bank

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Conference Papers

Optimizing credit limit policies to maximise customer lifetime value

Presenter(s): Meke So; Lyn Thomas

Year of presentation: 2007

Affiliate institution: University of Southampton

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Conference Papers

A microeconometric model of the choice between fixed and variable rate mortgages in the UK

Presenter(s): Peter G. Moffatt; Philomena M. Bacon

Year of presentation: 2007

Affiliate institution: University of East Anglia

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Conference Papers

Empirical graphic validation of explanatory variables in retail credit-scoring models

Presenter(s): Ricardo R. Reyes Pino; Daniela M. Zenteno Langle

Year of presentation: 2007

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Conference Papers

Multiple-goal scores

Presenter(s): Dr Gerald Fahner

Year of presentation: 2007

Affiliate institution: Fair Isaac Corp.

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