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)

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.