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Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 249 (2016) 2, pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
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Support vector regression for loss given default modelling
Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 240 (2015) 2, pp. 528-538
Persistent link: https://www.econbiz.de/10010487012
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A class of categorization methods for credit scoring models
Silva, Diego M. B.; Pereira, Gustavo H. A.; Magalhães, … - In: European journal of operational research : EJOR 296 (2022) 1, pp. 323-331
Persistent link: https://www.econbiz.de/10012820170
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Bayesian ordinal regression for multiple criteria choice and ranking
Ru, Zice; Liu, Jiapeng; Kadziński, Miłosz; Liao, Xiuwu - In: European journal of operational research : EJOR 299 (2022) 2, pp. 600-620
Persistent link: https://www.econbiz.de/10013207146
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Probabilistic ordinal regression methods for multiple criteria sorting admitting certain and uncertain preferences
Ru, Zice; Liu, Jiapeng; Kadziński, Miłosz; Liao, Xiuwu - In: European journal of operational research : EJOR 311 (2023) 2, pp. 596-616
Persistent link: https://www.econbiz.de/10014336733
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Identifying future defaulters : a hierarchical Bayesian method
Liu, Fan; Hua, Zhongsheng; Lim, Andrew - In: European journal of operational research : EJOR 241 (2015) 1, pp. 202-211
Persistent link: https://www.econbiz.de/10010486875
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Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 287 (2020) 2, pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
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A Bayesian approach to modeling mortgage default and prepayment
Bhattacharya, Arnab; Wilson, Simon P.; Soyer, Refik - In: European journal of operational research : EJOR 274 (2019) 3, pp. 1112-1124
Persistent link: https://www.econbiz.de/10011990305
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Deep learning for credit scoring : do or don't?
Gunnarsson, Björn Rafn; Vanden Broucke, Seppe; … - In: European journal of operational research : EJOR 295 (2021) 1, pp. 292-305
Persistent link: https://www.econbiz.de/10012595981
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Joint models for longitudinal and discrete survival data in credit scoring
Medina-Olivares, Victor; Calabrese, Raffaella; Crook, … - In: European journal of operational research : EJOR 307 (2023) 3, pp. 1457-1473
Persistent link: https://www.econbiz.de/10014283003