Computational approaches and data analytics in financial services: A literature review
D Andriosopoulos, M Doumpos… - Journal of the …, 2019 - Taylor & Francis
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 …
the years. Nowadays, the complexity of financial problems and the vast amount of data …
[图书][B] Credit scoring and its applications
L Thomas, J Crook, D Edelman - 2017 - SIAM
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 …
Acharya, VV, Bharath, ST, and Srinivasan, A. (2007) Does industry-wide distress affect …
Consumer finance: Challenges for operational research
LC Thomas - Journal of the Operational Research Society, 2010 - Taylor & Francis
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 …
the amount of money being lent and the impact of such credit on global economy and the …
Modelling customers credit card behaviour using bidirectional LSTM neural networks
M Ala'raj, MF Abbod, M Majdalawieh - Journal of Big Data, 2021 - Springer
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 …
effective credit scoring models is very crucial. Researchers have developed complex credit …
A deep learning model for behavioural credit scoring in banks
M Ala'raj, MF Abbod, M Majdalawieh… - Neural Computing and …, 2022 - Springer
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 …
machine learning by modelling and predicting the consumer behaviour concerning three …
Time to default in credit scoring using survival analysis: a benchmark study
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 …
credit data sets from Belgian and UK financial institutions. In the comparison we consider …
Mixture cure models in credit scoring: If and when borrowers default
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 …
survival of cancer patients in terms of two distinct subpopulations–those that are cured of the …
DPSIR= A problem structuring method? An exploration from the “Imagine” approach
S Bell - European Journal of Operational Research, 2012 - Elsevier
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 …
for over a decade now and it is widely used as a means to assess and measure and …
An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
T Fitzpatrick, C Mues - European Journal of Operational Research, 2016 - Elsevier
This paper evaluates the performance of a number of modelling approaches for future
mortgage default status. Boosted regression trees, random forests, penalised linear and …
mortgage default status. Boosted regression trees, random forests, penalised linear and …
Forecasting and stress testing credit card default using dynamic models
T Bellotti, J Crook - International Journal of Forecasting, 2013 - Elsevier
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 …
behavioural data about credit card holders and macroeconomic conditions across the credit …