Conference Papers

Will machine learning and hyperparameter optimization become a game changer for credit scoring?

Presenter(s): Knut Opdal; Thomas Hill; Rikard Bohm

Year of presentation: 2017

Affiliate institution: StatSoft; Quest Information Management

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Conference Papers

When you’re drowning in collections, optimising your swimming technique can be helpful

Presenter(s): Bruce Curry; Andy Harrison

Year of presentation: 2017

Affiliate institution: FICO

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Conference Papers

Using AI and machine learning to comply with anti-money laundering regulations

Presenter(s): Scott Zoldi

Year of presentation: 2017

Affiliate institution: FICO

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Conference Papers

Usage of early warning signs scoring models for cross selling credit products: a case study

Presenter(s): Dmytro Kolechko

Year of presentation: 2017

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Conference Papers

Transaction data categorisation for credit decisioning

Presenter(s): Kevin Allen; Phil Grady; Daniel Weaver; Roger Vincent

Year of presentation: 2017

Affiliate institution: Castlight Financial; Equifax

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Conference Papers

The statistical dilemma: forecasting future losses under a benign economic environment, a trade off between statistical robustness and business need

Presenter(s): Katie Cleary

Year of presentation: 2017

Affiliate institution: TSB

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Conference Papers

The extended exogenous maturity vintage model across the consumer credit lifecycle

Presenter(s): Musa Malwandla; Allan Clark; Kanshukan Rajaratnam

Year of presentation: 2017

Affiliate institution: University of Cape Town; Standard Bank of South Africa

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Conference Papers

Survival models for credit risks with time varying parameters

Presenter(s): Viani Djeundje; Jonathan Crook

Year of presentation: 2017

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Conference Papers

Spatial contagion in mortgage defaults: a survival approach

Presenter(s): Raffaella Calabrese; Jonathan Crook

Year of presentation: 2017

Affiliate institution: The University of Edinburgh

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Conference Papers

Sequential decision making in consumer lending: an experimental investigation of consumers’ decision heuristics

Presenter(s): Kanshukan Rajaratnam; Peter Beling; George Overstreet

Year of presentation: 2017

Affiliate institution: University of Cape Town; Standard Bank of South Africa

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