If a paper you are interested in is not available for download, or to request an accessible version of any document, please try to contact the author directly.
| Title | Presenter(s) | Year | Affiliate Institution | Paper |
|---|---|---|---|---|
| A Gradient Boosting Decision Tree for Imbalanced Data | Junfeng Zhang, Raffaella Calabrese, Yizhe Dong, Baofeng Shi | 2021 | University of Edinburgh | Download Abstract (Word) |
| A Deep Learning Transformer Based Model for Default Prediction in Mid-Cap Corporate Markets | Kamesh Korangi, Christophe Mues, Cristián Bravo | 2021 | University Of Southampton | Download Abstract (Word) / Download Paper (Word) |
| A Data-Driven Optimization of Field Debt Collection through Visit Plan Automation | Mohammad Aprialdi Rizky Pratama, Athiratt Jarnyaharn, Raymond Au, Muhammad Novario Ekaputra | 2021 | OVO | Download Abstract (Word) / Download Paper (Word) |
| What Hides Behind an Extreme Currency Demand? Bayesian Semi-Parametric Modelling of Heteroscedastic Extremes | Junho Lee, Miguel de Carvalho, António Rua | 2019 | The University of Edinburgh, Banco de Portugal | Download (Word) |
| Using HMLR Data to Estimate Forced Sale Discount in Residential Mortgages | John Christiansen | 2019 | Credit Risk Models Limited | Download (PDF) |
| Using Boosting Methods for Rating Migration Analysis | Hsin-Vonn Seow, Stefan Lessmann, Sophie Stadlinger | 2019 | Nottingham University Business School, Humboldt University of Berlin | Download (Word) |
| Use of Social Media Big Data for Predicting the Credit Rating of Companies | Leonie Tabea Goldmann, Raffaella Calabrese, Jonathan Crook | 2019 | The University of Edinburgh | Download (Word) |
| Use of CATO Data in Affordability | Tim Baker | 2019 | Experian | Download (PDF) |
| Use of Alternative Data for Credit Scoring | Jonathan Crook, Mona Hamid, Raffaella Calabresev, Viani Biatat Djeundje | 2019 | The University of Edinburgh | Download Slides (PDF) / Download Paper (Word) |
| 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) |
| Tree Networks to Assess Credit Risk Contagion | Arianna Agosto, Daniel Felix Ahelegbey, Paolo Giudici | 2019 | University of Pavia | 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) |
| Transactional Data and Credit Risk | Steven Baker, Daniel Weaver, Harvey Lawrence | 2019 | Equifax, AccountScore | 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) |
| The Recurrence of Financial Distress | Zhiyong Li, Fanyin Zhou, Yuanxin Liu | 2019 | Southwestern University of Finance and Economics | Download Slides (PDF) / Download Abstract (Word) |