Search Results - person:"Hand, D.J."

A multivariate random walk model with slowly changing drift and cross-correlation applied to finance

Feng, Yuanhua; Hand, D. J.; Yu, Keming - 2012

Persistent link: https://www.econbiz.de/10009572920

Selection bias in credit scorecard evaluation

Hand, D. J.; Adams, Niall M. - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 408-415

Persistent link: https://www.econbiz.de/10010251695

Adaptive consumer credit classification

Pavlidis, N. G.; Tasoulis, D. K.; Adams, N. M.; Hand, D. J. - In: Journal of the Operational Research Society : OR 63 (2012) 12, pp. 1645-1654

Persistent link: https://www.econbiz.de/10009682606

Overcoming selectivity bias in evaluating new fraud detection systems for revolving credit operations

Hand, D. J.; Crowder, M. J. - In: International journal of forecasting 28 (2012) 1, pp. 216-223

Persistent link: https://www.econbiz.de/10009581962

Adaptive consumer credit classification

Pavlidis, N G; Tasoulis, D K; Adams, N M; Hand, D J - In: Journal of the Operational Research Society : OR 63 (2012) 12, pp. 1645-1655

Persistent link: https://www.econbiz.de/10010040524

Adaptive consumer credit classification

Pavlidis, N G; Tasoulis, D K; Adams, N M; Hand, D J - In: Journal of the Operational Research Society 63 (2012) 12, pp. 1645-1654

Credit scoring methods for predicting creditworthiness have proven very effective in consumer finance. In light of the present financial crisis, such methods will become even more important. One of the outstanding issues in credit risk classification is population drift. This term refers to...

Persistent link: https://www.econbiz.de/10010587929

Kernel quantile-based estimation of expected shortfall

Yu, Keming; Ally, Abdallah K.; Yang, Shanchao; Hand, D. J. - In: Journal of risk 12 (2009/10) 4, pp. 15-32

Persistent link: https://www.econbiz.de/10003995401

Evaluating models for classifying customers in retail banking collections

Hand, D. J.; Zhou, F. - In: Journal of the Operational Research Society : OR 61 (2010) 10, pp. 1540-1547

Persistent link: https://www.econbiz.de/10008695977

Predictive-sequential forecasting system development for cash machine stocking

Brentnall, Adam R.; Crowder, Martin J.; Hand, D. J. - In: International journal of forecasting 26 (2010) 4, pp. 764-776

Persistent link: https://www.econbiz.de/10008807723

Likelihood-ratio changepoint features for consumer-behaviour models

Brentnall, A. R.; Crowder, M. J.; Hand, D. J. - In: Journal of the Operational Research Society : OR 61 (2010) 3, pp. 462-472

Persistent link: https://www.econbiz.de/10003945488