University of Edinburgh Business School
Latest from the CRC
Conference Papers
Tree Networks to Assess Credit Risk Contagion
Presenter(s): Arianna Agosto; Daniel Felix Ahelegbey; Paolo Giudici
Year of presentation: 2019
Affiliate institution: University of Pavia
Conference Papers
Social Networks in Credit Risk Assessment: A Logistic Regression Model
Presenter(s): Ahmad Abd Rabuh; Renatas Kizys; Mark Xu
Year of presentation: 2019
Affiliate institution: University of Portsmouth
Conference Papers
Driving Insights on Consumer Credit Scoring Using Transaction Data and Deep Learning Techniques
Presenter(s): Gyanendra Singh; Lubna Akhtar; Minghong Xia
Year of presentation: 2019
Affiliate institution: Visa
Conference Papers
Transactional Data and Credit Risk
Presenter(s): Steven Baker; Daniel Weaver; Harvey Lawrence
Year of presentation: 2019
Affiliate institution: Equifax; AccountScore
Conference Papers
Open Banking Current Account Information Has the Power to Transform Credit Scoring and Lending Decisions—A Case Study
Presenter(s): Marc Gaudart; Domjan Baric; Sinisa Slijepcevic
Year of presentation: 2019
Affiliate institution: Trent Advisory Services; Cantab Predictive Intelligence
Conference Papers
Hierarchical Bayesian Modelling of Exposure at Default for Revolving Credit Facilities
Presenter(s): Mark Bass
Year of presentation: 2019
Affiliate institution: Barclays
Conference Papers
What Hides Behind an Extreme Currency Demand? Bayesian Semi-Parametric Modelling of Heteroscedastic Extremes
Presenter(s): Junho Lee; Miguel de Carvalho; António Rua
Year of presentation: 2019
Affiliate institution: The University of Edinburgh; Banco de Portugal
Conference Papers
Mixture Model for EAD Using GAMLSS Framework
Presenter(s): Suttisak Wattanawongwan; Mee Chi So; Christophe Mues; Ramin Okhrati; Taufiq Choudhry
Year of presentation: 2019
Affiliate institution: University of Southampton
Conference Papers
Explainability and Predictability of Textual Financial Reports on Corporate Default: A Sentiment Analysis Approach
Presenter(s): Hung Ba; Su Nguyen; Nam Huynh
Year of presentation: 2019
Affiliate institution: The University of Edinburgh; La Trobe University; School of Knowledge Science, JAIST
Conference Papers
Use of Social Media Big Data for Predicting the Credit Rating of Companies
Presenter(s): Leonie Tabea Goldmann; Raffaella Calabrese; Jonathan Crook
Year of presentation: 2019
Affiliate institution: The University of Edinburgh