Pages that link to "Item:Q3635090"

The following pages link to Survival Analysis Methods for Personal Loan Data (Q3635090):

Displaying 45 items.

• Identifying future defaulters: a hierarchical Bayesian method (Q299813) (← links)
• ``Time-to-profit scorecards for revolving credit'' (Q320955) (← links)
• Instance-based credit risk assessment for investment decisions in P2P lending (Q320963) (← links)
• The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis (Q320972) (← links)
• Exposure at default models with and without the credit conversion factor (Q323002) (← links)
• Spline based survival model for credit risk modeling (Q323267) (← links)
• Optimization strategy of credit line management for credit card business (Q337050) (← links)
• Mixture cure models in credit scoring: if and when borrowers default (Q439468) (← links)
• Credit risk modeling based on survival analysis with immunes (Q713772) (← links)
• Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards (Q724162) (← links)
• Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models (Q1025335) (← links)
• Credit scoring for profitability objectives (Q1039802) (← links)
• Dynamic survival models with varying coefficients for credit risks. (Q1711479) (← links)
• A prediction-driven mixture cure model and its application in credit scoring (Q1735161) (← links)
• Identifying hidden patterns in credit risk survival data using generalised additive models (Q1735199) (← links)
• A competing risks analysis of the duration of federal target funds rates (Q1762045) (← links)
• Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients (Q2023957) (← links)
• Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate (Q2078000) (← links)
• Default risk prediction and feature extraction using a penalized deep neural network (Q2080353) (← links)
• An Akaike information criterion for multiple event mixture cure models (Q2629687) (← links)
• Modelling profitability using survival combination scores (Q2643985) (← links)
• Promoting variable effect consistency in mixture cure model for credit scoring (Q2669883) (← links)
• On valuation with stochastic proportional hazard models in finance (Q2841334) (← links)
• Large-Scale Loan Portfolio Selection (Q2957455) (← links)
• Financial survival analysis of defaulted debtors (Q3418846) (← links)
• European generic scoring models using survival analysis (Q3433480) (← links)
• Assessing the default risk by means of a discrete-time survival analysis approach (Q3552630) (← links)
• PHAB scores: proportional hazards analysis behavioural scores (Q4658488) (← links)
• Credit scoring with macroeconomic variables using survival analysis (Q4933653) (← links)
• (Q5063389) (← links)
• Predicting effective customer lifetime: an application of survival analysis for telecommunication industry (Q5077186) (← links)
• A zero-inflated non default rate regression model for credit scoring data (Q5160233) (← links)
• A new mixture cure model under competing risks to score online consumer loans (Q5234356) (← links)
• Mixture Cure Models in Prediction of Time to Default: Comparison with Logit and Cox Models (Q5240338) (← links)
• Interest rates and default in unsecured loan markets (Q5400663) (← links)
• Neural network survival analysis for personal loan data (Q5694075) (← links)
• RELIABILITY OF CREDIT SCORES IN LOAN MANAGEMENT IN A DEVELOPING COUNTRY (Q5888149) (← links)
• FEATURES SELECTION USING PARAMETRIC AND NON-PARAMETRIC METHODS: TAG SNPs SELECTION USING GA-SVM AND GA-KNN (Q5894046) (← links)
• Probability of default estimation in credit risk using mixture cure models (Q6071708) (← links)
• The profitability of online loans: a competing risks analysis on default and prepayment (Q6106515) (← links)
• Joint models for longitudinal and discrete survival data in credit scoring (Q6167389) (← links)
• A quadratic upper bound algorithm for regression analysis of credit risk under the proportional hazards model with case-cohort data (Q6173558) (← links)
• Default risk analysis via a discrete-time cure rate model (Q6571859) (← links)
• Variable selection in binary logistic regression for modelling bankruptcy risk (Q6615795) (← links)
• Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models (Q6634837) (← links)