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Benchmarking regression algorithms for loss given default modeling

Loterman, Gert; Brown, Iain; Martens, David; Mues, … - In: International journal of forecasting 28 (2012) 1, pp. 161-170

Persistent link: https://www.econbiz.de/10009581995

How can lenders prosper? : comparing machine learning approaches to identify profitable peer-to-peer loan investments

Fitzpatrick, Trevor; Mues, Christophe - In: European journal of operational research : EJOR 294 (2021) 2, pp. 711-722

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A mixture model for credit card exposure at default using the GAMLSS framework

Wattanawongwan, Suttisak; Mues, Christophe; Okhrati, Ramin - In: International journal of forecasting 39 (2023) 1, pp. 503-518

Persistent link: https://www.econbiz.de/10014462794

A transformer-based model for default prediction in mid-cap corporate markets

Korangi, Kamesh; Mues, Christophe; Bravo, Cristián - In: European journal of operational research : EJOR 308 (2023) 1, pp. 306-320

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The value of text for small business default prediction : a deep learning approach

Stevenson, Matthew; Mues, Christophe; Bravo, Cristián - In: European journal of operational research : EJOR 295 (2021) 2, pp. 758-771

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Segmentation in Markov chain consumer behaviour models

Ho, J.; Thomas, L.C.; Pomrey, T.A.; Scherer, W.T. - 2004

Contents * A: Historical development of credit and behavioural scoring * R W Johnson: Legal, social and economic issues in implementing scoring in the US * R Eisenbeis: Problems in applying discriminant analysis in credit scoring models * M A Hopper and E M Lewis: Behaviour scoring and adaptive...

Persistent link: https://www.econbiz.de/10009458488