Zobrazeno 1 - 10
of 34
pro vyhledávání: '"Tony Bellotti"'
Publikováno v:
Journal of the Operational Research Society. 73:1-4
Publikováno v:
Journal of Computational and Graphical Statistics. 31:241-253
Logistic regression is a standard procedure for real-world classification problems. The challenge of class imbalance arises in two-class classification problems when the minority class is observed much less than the majority class. This characteristi
Publikováno v:
International Journal of Forecasting. 38:1051-1053
Publikováno v:
Machine Learning. 108:1231-1260
This paper formulates a protocol for prediction of packs, which is a special case of on-line prediction under delayed feedback. Under the prediction of packs protocol, the learner must make a few predictions without seeing the respective outcomes and
Publikováno v:
Foundations of Data Science. 1:389-417
The class imbalance problem arises in two-class classification problems, when the less frequent (minority) class is observed much less than the majority class. This characteristic is endemic in many problems such as modeling default or fraud detectio
Publikováno v:
Crook, J, Bellotti, T, Mues, C & Fuertes, A 2019, ' Preface to the papers on ‘Credit risk modelling’ ', Journal of the Royal Statistical Society: Series A, vol. 182, no. 4, pp. 1139-1142 . https://doi.org/10.1111/rssa.v182.4
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5e783f483e6df35ceb4a672009f196e7
https://eprints.soton.ac.uk/436074/
https://eprints.soton.ac.uk/436074/
Publikováno v:
Decision support systems
Bankruptcy prediction has been a popular and challenging research area for decades. Most prediction models are built using financial figures, stock market data and firm specific variables. We complement such traditional low-dimensional data with high
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fd907286bedf1b3a88d2f6345abf4dd3
http://hdl.handle.net/10044/1/64798
http://hdl.handle.net/10044/1/64798
Assessment of risk levels for existing credit accounts is important to the implementation of bank policies and offering financial products. This paper uses cluster analysis of behaviour of credit card accounts to help assess credit risk level. Accoun
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c721ed834d2b8292d0533ed12e1e1f05
Autor:
Jonathan Crook, Tony Bellotti
Publikováno v:
Bellotti, T & Crook, J 2013, ' Retail Credit Stress Testing Using a Discrete Hazard Model with Macroeconomic Factors ', Journal of the Operational Research Society, vol. 65, no. 3, pp. 340–350 . https://doi.org/10.1057/jors.2013.91
Retail credit models are implemented using discrete survival analysis, enabling macroeconomic conditions to be included as time-varying covariates. In consequence, these models can be used to estimate changes in probability of default given downturn
The prediction of the time of default in a credit risk setting via survival analysis needs to take a high censoring rate into account. This rate is due to the fact that default does not occur for the majority of debtors. Mixture cure models allow the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::39a11a46306642c1a821fd8a59f6bcf7
http://hdl.handle.net/10044/1/43470
http://hdl.handle.net/10044/1/43470