If you have any problems accessing these materials, or you would like a copy of particular slides for archive presentations dating before 2015, please contact crc.conference@ed.ac.uk.
| Title | Presenter(s) | Year Sort ascending | Affiliate Institution | Paper |
|---|---|---|---|---|
| Do Non-Bank SME Lenders Require Alternative Stress Testing Methodologies? | Galina Andreeva, Gabriele Sabato | 2019 | The University of Edinburgh, Wiserfunding | Download (PDF) |
| A Real-Time Fraud Detection System Using Gradient Boosted Trees | Lee Gregory, Sami Niemi | 2019 | Barclays | Download (PDF) |
| Illuminating the Black Box: Machine Learning Model Explanation | John Oxley, Eric McVittie | 2019 | Experian | Download (PDF) |
| Stress Testing Evaluating Different Approaches for Modelling Credit Portfolios Performance | Frederico Barros Diniz | 2019 | FICO | Download (PDF) |
| Understanding Spill-Over Effects in Financial Constraints for UK SMEs | Antonia Gieschen, Jake Ansell, Raffaella Calabrese, Belen Martin-Barragan | 2019 | The University of Edinburgh | Download (Word) |
| Transparency of Machine Learning Models in Credit Scoring | Michael Bücker, Gero Szepannek, Mateusz Staniak, Alicja Gosiewska, Przemyslaw Biecek | 2019 | University of Applied Sciences Münster, Stralsund University of Applied Sciences, Warsaw University of Technology | Download (Word) |
| Towards Understanding and Predicting Distributional Changes | Georg Krempl, Dominik Lang, Kasia Bijak, Vera Hofer | 2019 | Utrecht University; Magdeburg University, University of Southampton Business School, Karl-Franzens-University Graz | Download (Word) |
| Tree Networks to Assess Credit Risk Contagion | Arianna Agosto, Daniel Felix Ahelegbey, Paolo Giudici | 2019 | University of Pavia | Download (Word) |
| Interpretable Analytics in Banking | Belen Martin-Barragan | 2019 | The University of Edinburgh | Download (Word) |
| Analysing Prepayment and Default Under Changing Credit Market Conditions for SMEs by Applying Advanced Analytics on Credit Bureau Data | Enrico Bagli, Lorenzo Quirini, Luigi Vannucci, Davide Capuzzo, Alessandro Poluzzi | 2019 | CRIF S.p.A., Consum.it - Monte dei Paschi di Siena Group, Università degli Studi di Firenze | Download (PDF) |
| Transactional Data and Credit Risk | Steven Baker, Daniel Weaver, Harvey Lawrence | 2019 | Equifax, AccountScore | Download (Word) |
| Predictive Models with Explanatory Concepts: A General Framework for Explaining Machine Learning Credit Risk Models that Simultaneously Increases Predictive Power | Michael McBurnett, Matthew Turner | 2019 | Equifax | Download Slides (PDF) / Download Paper (Word) |
| Liquid Scorecards: Overcoming the Discontinuity Problem with Traditional Scorecards | Gerald Fahner, Bruce Hoadley | 2019 | FICO | Download (PDF) |
| Credit Scoring Model Based on Group Feature Selection: The Case of Chinese Small-Sized Manufacturing Enterprises | Zhipeng Zhang, Guotai Chi, Sisira Colombage | 2019 | Dalian University of Technology, Federation University Australia | Download (Word) |
| Social Networks in Credit Risk Assessment: A Logistic Regression Model | Ahmad Abd Rabuh, Renatas Kizys, Mark Xu | 2019 | University of Portsmouth | Download Slides (PDF) / Download Abstract (Word) |