If a paper you are interested in is not available for download, or to request an accessible version of any document, please try to contact the author directly.
| Title | Presenter(s) | Year | Affiliate Institution | Paper |
|---|---|---|---|---|
| Quantification of Model Risk: Research and Development Framework for the Application of Machine Learning to Quantify Model Risk | Yung Hui Chong, Alan Forrest, Thomas Clifford, Edward Venter | 2019 | Deloitte, Clydesdale and Yorkshire Bank | Download (Word) |
| Reducing Estimation Risk Using Bayesian Approach: Application to Stress Testing Mortgage Loan Default | Zheqi Wang, Jonathan Crook, Galina Andreeva | 2019 | The University of Edinburgh | Download (Word) |
| Reducing Model Risk Using Bayesian Approach: Application to PD Modelling of Mortgage Loans | Zheqi Wang, Jonathan Crook, Galina Andreeva | 2019 | The University of Edinburgh | Download (Word) |
| Reliable Machine Learning Region Predictions for Automated Valuation Models | Anthony Bellotti | 2019 | Imperial College London | Download (Word) |
| Responsible AI—Avoiding Unwanted Bias in Credit Scoring | Thomas Cronin, Valeria Cortez Vaca Diez | 2019 | Lloyds Banking Group | Download (Word) |
| Rise of the Machines—The Future of Credit Scoring? | Matthew Jones, John Roberts | 2019 | Nationwide Building Society | Download (Word) |
| Risk Based Pricing of Unsecured Loans Under Model Risk | Mark Somers | 2019 | 4most | Download Slides (PDF) / Download Abstract (Word) |
| Sample Selection Bias in Peer-to-Peer Lending | Raffaella Calabrese, Silvia Angela Osmetti, Luca Zanin | 2019 | The University of Edinburgh, Catholic University of Milan, Prometeia | Download (Word) |
| Scorecal—Empirical Score Calibration Under the Microscope | Ross Gayler | 2019 | Download Slides (PDF) / Download Abstract (Word) | |
| Selected Issues for the Evaluation and Implementation of Psychometric Based Credit Scoring | Saul Fine | 2019 | Innovative Investments | Download (Word) |
| Self-Calibrating Models: Recent Advances in Understanding Normal Behaviour to Identify Anomalies and Improve Customer Outcomes | Ishita Asija | 2019 | FICO | Download (Word) |
| Self-Learning for Reject Inference in Credit Scoring: New Framework and Evaluation Metric | Nikita Kozodoi, Panagiotis Katsas, Stefan Lessmann, Konstantinos Papakonstantinou, Luis Moreira-Matias | 2019 | Humboldt University of Berlin, Kreditech | Download (Word) |
| Sesame (Zhima) Score: ‘Social Credit Score’ or FICO-like Credit Score? | Xinhai Liu | 2019 | Peking University | Download (Word) |
| Social Networks in Credit Risk Assessment: A Logistic Regression Model | Ahmad Abd Rabuh, Renatas Kizys, Mark Xu | 2019 | University of Portsmouth | Download Slides (PDF) / Download Abstract (Word) |
| Solving the Long-range Forecasting Problem in Machine Learning | Joseph L. Breeden, Eugenia Leonova | 2019 | Prescient Models | Download Slides (PDF) / Download Abstract (Word) |