University of Edinburgh Business School
Latest from the CRC
Conference Papers
LGD Modelling – comparison of models
Presenter(s): Sukriye Tuysuz; Emre Unal
Year of presentation: 2017
Affiliate institution: Yeditepe University; Turkiye Finans
Conference Papers
Issues using logistic regression for highly imbalanced data
Presenter(s): Yazhe Li; Niall Adams; Tony Bellotti
Year of presentation: 2017
Affiliate institution: Imperial College London
Conference Papers
Isn’t there really enough data to produce good LGD and EAD models?
Presenter(s): Massimo Cutaia
Year of presentation: 2017
Affiliate institution: Credit Suisse Global Credit Data
Conference Papers
Interpretable credit scoring. Methodological adaptations to the right to explanation
Presenter(s): Belen Martin-Barragan
Year of presentation: 2017
Conference Papers
Information noise and credit risk; evidence from corporate bankruptcy
Presenter(s): Xin Xu
Year of presentation: 2017
Affiliate institution: Unisys Analytics
Conference Papers
Increasing credit scoring using streaming delayed supervised information
Presenter(s): Joshua Plasse; Niall Adams
Year of presentation: 2017
Affiliate institution: Imperial College London; Heilbronn Institute for Mathematical Research
Conference Papers
Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards
Presenter(s): Jonathan Crook; Viani Djeundje
Year of presentation: 2017
Affiliate institution: The University of Edinburgh
Conference Papers
IFRS 9: Survival analysis with an application in Apache Spark
Presenter(s): Hristiana Vidinova; Dimitar Vasilev
Year of presentation: 2017
Affiliate institution: Experian
Conference Papers
IFRS 9: Probably weighted and biased?
Presenter(s): Alexander Marianski
Year of presentation: 2017
Affiliate institution: Deloitte LLP