Conference Papers

Competing Risk Modelling for US Mortgages: A Comparison of Statistical Models and Random Survival Forests

Presenter(s): Daniel Binsfield; Stefan Lessmann

Year of presentation: 2019

Affiliate institution: Humboldt University of Berlin

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Conference Papers

Application of the Random Survival Forest to the Financial Competing Risks Data

Presenter(s): Anna Matuszyk; Halina Frydman

Year of presentation: 2019

Affiliate institution: Warsaw School of Economics; NYU Stern

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Conference Papers

Gradient Boosting Survival Tree with Applications in Credit Scoring

Presenter(s): Miaojun Bai; Yun Shen; Yan Zheng

Year of presentation: 2019

Affiliate institution: 360 Finance Inc.

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Conference Papers

The Recurrence of Financial Distress

Presenter(s): Zhiyong Li; Fanyin Zhou; Yuanxin Liu

Year of presentation: 2019

Affiliate institution: Southwestern University of Finance and Economics

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Conference Papers

Using Boosting Methods for Rating Migration Analysis

Presenter(s): Hsin-Vonn Seow; Stefan Lessmann; Sophie Stadlinger

Year of presentation: 2019

Affiliate institution: Nottingham University Business School; Humboldt University of Berlin

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Conference Papers

Bank-Sourced Credit Transition Matrices

Presenter(s): Barbora Makova

Year of presentation: 2019

Affiliate institution: Institute of Economic Studies, Charles University; Credit Benchmark

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Conference Papers

Credit Based on Character: The Promise of Psychometric Credit Scoring in Europe

Presenter(s): Saul Fine

Year of presentation: 2019

Affiliate institution: Innovative Investments

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Conference Papers

Selected Issues for the Evaluation and Implementation of Psychometric Based Credit Scoring

Presenter(s): Saul Fine

Year of presentation: 2019

Affiliate institution: Innovative Investments

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Conference Papers

The New Age of Pillar 2 / Economic Capital Modelling

Presenter(s): William Shields

Year of presentation: 2019

Affiliate institution: Deloitte

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Conference Papers

Deep Learning for Credit Scoring

Presenter(s): Matt Stevenson; Cristián Bravo

Year of presentation: 2019

Affiliate institution: University of Southampton

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