Conference Papers

Developing classifiers from unbalanced datasets

Presenter(s): Konstantinos Falangis; John Glen

Year of presentation: 2007

Affiliate institution: The University of Edinburgh

Download paper

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

Download paper 1 Download paper 2

Conference Papers

Scoring in the developing markets

Presenter(s): Alex Kordichev; Natalia Katilova

Year of presentation: 2007

Affiliate institution: Rosbank; ING Bank

Download paper 1 Download paper 2

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

Download paper

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

Download paper 1 Download paper 2

Conference Papers

First economic analysis of problem banks in Germany

Presenter(s): Klaus Schaeck

Year of presentation: 2005

Affiliate institution: University of Southampton

Download paper

Conference Papers

A maximum likelihood approach for reject inference

Presenter(s): Gongyue Chen

Year of presentation: 2005

Affiliate institution: Algorithmics Inc; University of Toronto

Download paper 1 Download paper 2

Conference Papers

Using genetic algorithms to develop scoring models for alternative measures of performance

Presenter(s): Steven Finlay

Year of presentation: 2005

Affiliate institution: Lancaster University

Download paper 1 Download paper 2

Conference Papers

Household debt explained? Personal consumer debt and its relationship with arrears

Presenter(s): Dr Max Griffiths

Year of presentation: 2005

Affiliate institution: Alliance & Leicester Plc

Download paper 1 Download paper 2

Conference Papers

Quantile regression for modelling distributions of profit and loss

Presenter(s): Dr Mark Somers; Dr Joe Whittaker

Year of presentation: 2005

Affiliate institution: Scimetrics Ltd; Lancaster University

Download paper