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An empirical comparison of classification algorithms for mortgage default prediction : evidence from a distressed mortgage market
Fitzpatrick, Trevor; Mues, Christophe - In: European journal of operational research : EJOR 249 (2016) 2, pp. 427-439
Persistent link: https://www.econbiz.de/10011436704
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Exposure at default models with and without the credit conversion factor
Tong, Edward N. C.; Mues, Christophe; Brown, Iain; … - In: European journal of operational research : EJOR 252 (2016) 3, pp. 910-920
Persistent link: https://www.econbiz.de/10011472989
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Mixture cure models in credit scoring : if and when borrowers default
Tong, Edward N. C.; Mues, Christophe; Thomas, Lyn C. - In: European journal of operational research : EJOR 218 (2012) 1, pp. 132-139
Persistent link: https://www.econbiz.de/10009501056
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Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak; Mues, Christophe; Okhrati, Ramin - In: European journal of operational research : EJOR 311 (2023) 1, pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
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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
Persistent link: https://www.econbiz.de/10012595900
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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
Persistent link: https://www.econbiz.de/10014283041