University of Edinburgh Business School
Latest from the CRC
Conference Papers
Reducing Model Risk Using Bayesian Approach: Application to PD Modelling of Mortgage Loans
Presenter(s): Zheqi Wang; Jonathan Crook; Galina Andreeva
Year of presentation: 2019
Affiliate institution: The University of Edinburgh
Conference Papers
Sample Selection Bias in Peer-to-Peer Lending
Presenter(s): Raffaella Calabrese; Silvia Angela Osmetti; Luca Zanin
Year of presentation: 2019
Affiliate institution: The University of Edinburgh; Catholic University of Milan; Prometeia
Conference Papers
Deep Generative Models for Reject Inference in Credit Scoring
Presenter(s): Andrade Mancisidor; Robert Jenssen; Michael Kampffmeyer; Kjersti Aas
Year of presentation: 2019
Affiliate institution: University of Tromsø; Norwegian Computing Center
Conference Papers
Self-Learning for Reject Inference in Credit Scoring: New Framework and Evaluation Metric
Presenter(s): Nikita Kozodoi; Panagiotis Katsas; Stefan Lessmann; Konstantinos Papakonstantinou; Luis Moreira-Matias
Year of presentation: 2019
Affiliate institution: Humboldt University of Berlin; Kreditech
Conference Papers
Addressing Missing Values in Credit Scoring
Presenter(s): Haoye Liang; Jake Ansell; Meng Ma
Year of presentation: 2019
Affiliate institution: The University of Edinburgh
Conference Papers
Clustering Defaults into Different Groups to Improve Default Model Fit and Predictive Performance
Presenter(s): Yazhe Li; Anthony Bellotti; Niall Adams
Year of presentation: 2019
Affiliate institution: Imperial College London
Conference Papers
Reducing Estimation Risk Using Bayesian Approach: Application to Stress Testing Mortgage Loan Default
Presenter(s): Zheqi Wang; Jonathan Crook; Galina Andreeva
Year of presentation: 2019
Affiliate institution: The University of Edinburgh
Conference Papers
On the Stress Testing Credit Default Using Survival Models
Presenter(s): Viani Biatat Djeundje; Jonathan Crook
Year of presentation: 2019
Affiliate institution: The University of Edinburgh