The level of modeling sophistication in financial services has increased considerably over
the years. Nowadays, the complexity of financial problems and the vast amount of data …

Credit Scoring and Its Applications, Second Edition : Back Matter Page 1 Bibliography [1]
Acharya, VV, Bharath, ST, and Srinivasan, A. (2007) Does industry-wide distress affect …

Consumer finance has become one of the most important areas of banking, both because of
the amount of money being lent and the impact of such credit on global economy and the …

With the rapid growth of consumer credit and the huge amount of financial data developing
effective credit scoring models is very crucial. Researchers have developed complex credit …

The main aim of this paper is to help bank management in scoring credit card clients using
machine learning by modelling and predicting the consumer behaviour concerning three …

We investigate the performance of various survival analysis techniques applied to ten actual
credit data sets from Belgian and UK financial institutions. In the comparison we consider …

Mixture cure models were originally proposed in medical statistics to model long-term
survival of cancer patients in terms of two distinct subpopulations–those that are cured of the …

The Drivers, Pressures, State, Impact and Response or DPSIR framework has been with us
for over a decade now and it is widely used as a means to assess and measure and …

This paper evaluates the performance of a number of modelling approaches for future
mortgage default status. Boosted regression trees, random forests, penalised linear and …

We present discrete time survival models of borrower default for credit cards that include
behavioural data about credit card holders and macroeconomic conditions across the credit …