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| Title | Presenter(s) | Year | Affiliate Institution | Paper |
|---|---|---|---|---|
| Predicting default on credit loans: a Frequentist vs a Bayesian approach | Daniel Lund, Ana Alina Tudoran, Rune Tousgaard Piil | 2015 | Jyske Bank, Aarhus University | |
| Pricing in information orchestrators: maximizing stable networks | Dr Bernardo Lustosa, Dr Alberto Luiz Albertin | 2015 | ClearSale, FGV-SP | Download Paper (PDF) |
| Probabilistic graphical models for reverse stress testing for retail banks | Mark Somers | 2015 | 4most (Europe) Ltd | |
| Reasoning about sequential decisions for customer management | Dr Gerald Fahner | 2015 | FICO | |
| Review of analytical methods of analysing credit risk | Madina Abdrakhmanova, Sanjukta Brahma | 2015 | Glasgow Caledonian University | Download Paper (PDF) |
| Sand pile modeling of economic variables for credit risk applications | João Pires da Cruz, Helena Cruz, Janshukan Rajaratnam, Peter Beling, George A. Overstreet Jr. | 2015 | Closer Consulting Ltd, University of Lisbon, University of Cape Town, University of Virginia | Download Paper (PDF) |
| Should we throw away the variance of the score estimates? | Mark Surdutovich, Genaro Dueire Lins | 2015 | Itaú Unibanco | Download Paper (PDF) |
| Some statistical reflections about expected loss | Tony Bellotti | 2015 | Imperial College London | Download Paper (PDF) |
| Spatial regression models for SMEs | Raffaella Calabrese, Galina Andreeva, Jake Ansell | 2015 | University of Essex, The University of Edinburgh | Download Paper (PDF) |
| Stochastic gradient boosting approach to daily attrition scoring based on high-dimensional RFM features | Dr Gerald Fahner | 2015 | FICO | |
| The analysis of the micro enterprise failures using survival models | Aneta Ptak-Chmielewska | 2015 | Warsaw School of Economics | Download Paper (PDF) |
| The comparative analysis of predictive models for credit limit utilization rate | Jonathan Crook, Denys Osipenko | 2015 | The University of Edinburgh | |
| The prediction of time to default for personal loans using mixture cure models: including macro-economic factors | Lore Dirick, Anthony Bellotti, Gerda Claeskens, Bart Baesens | 2015 | KU Leuven, Imperial College London, University of Southampton | Download Paper (PDF) |
| Understanding differential cycle sensitivity for loan portfolios | James O'Donnell | 2015 | Westpac | Download Paper (PDF) |
| What personality measures could predict credit repayment behaviour? | Dean Caire, Galina Andreeva, Wendy Johnson | 2015 | The University of Edinburgh, CFA | Download Paper (PDF) |