Title Presenter(s) Year Affiliate Institution Paper
Reasoning about sequential decisions for customer management Dr Gerald Fahner 2015 FICO
Review of analytical methods of analysing credit risk Madina Abdrakhmanova, Sanjukta Brahma 2015 Glasgow Caledonian University Download Paper (PDF)
Sand pile modeling of economic variables for credit risk applications João Pires da Cruz, Helena Cruz, Janshukan Rajaratnam, Peter Beling, George A. Overstreet Jr. 2015 Closer Consulting Ltd, University of Lisbon, University of Cape Town, University of Virginia Download Paper (PDF)
Should we throw away the variance of the score estimates? Mark Surdutovich, Genaro Dueire Lins 2015 Itaú Unibanco Download Paper (PDF)
Some statistical reflections about expected loss Tony Bellotti 2015 Imperial College London Download Paper (PDF)
Spatial regression models for SMEs Raffaella Calabrese, Galina Andreeva, Jake Ansell 2015 University of Essex, The University of Edinburgh Download Paper (PDF)
Stochastic gradient boosting approach to daily attrition scoring based on high-dimensional RFM features Dr Gerald Fahner 2015 FICO
The analysis of the micro enterprise failures using survival models Aneta Ptak-Chmielewska 2015 Warsaw School of Economics Download Paper (PDF)
The comparative analysis of predictive models for credit limit utilization rate Jonathan Crook, Denys Osipenko 2015 The University of Edinburgh
The prediction of time to default for personal loans using mixture cure models: including macro-economic factors Lore Dirick, Anthony Bellotti, Gerda Claeskens, Bart Baesens 2015 KU Leuven, Imperial College London, University of Southampton Download Paper (PDF)
Understanding differential cycle sensitivity for loan portfolios James O'Donnell 2015 Westpac Download Paper (PDF)
What personality measures could predict credit repayment behaviour? Dean Caire, Galina Andreeva, Wendy Johnson 2015 The University of Edinburgh, CFA Download Paper (PDF)
Workout periods and loss given default: decomposing the macroeconomic effect on recovery rates Dimitrios Papanastasiou 2015 The University of Edinburgh, Bank of England
A mean-reverting model to create macroeconomic scenarios for credit risk models Joseph L. Breeden 2013 Prescient Models
A multi-objective decision framework for credit portfolio management Juan C. Moreno-Paredes, Christophe Mues, Lyn Thomas 2013 University of Southampton

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