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Support vector regression for loss given default modelling
Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 240 (2015) 2, pp. 528-538
Persistent link: https://www.econbiz.de/10010487012
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Identifying hidden patterns in credit risk survival data using Generalised Additive Models
Djeundje, Viani Biatat; Crook, Jonathan N. - In: European journal of operational research : EJOR 277 (2019) 1, pp. 366-376
Persistent link: https://www.econbiz.de/10012015040
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Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards
Djeundje, Viani Biatat; Crook, Jonathan N. - In: European journal of operational research : EJOR 271 (2018) 2, pp. 697-709
Persistent link: https://www.econbiz.de/10011890372
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Enhancing two-stage modelling methodology for loss given default with support vector machines
Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 263 (2017) 2, pp. 679-689
Persistent link: https://www.econbiz.de/10011794025
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Joint models for longitudinal and discrete survival data in credit scoring
Medina-Olivares, Victor; Calabrese, Raffaella; Crook, … - In: European journal of operational research : EJOR 307 (2023) 3, pp. 1457-1473
Persistent link: https://www.econbiz.de/10014283003
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A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Goldmann, Leonie; Crook, Jonathan N.; Calabrese, Raffaella - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1111-1126
Persistent link: https://www.econbiz.de/10014456940