References
- AndreevaGAnsellJCrookJNModeling profitability using survival combination scoresEur J Opl Res20071831537154910.1016/j.ejor.2006.10.064
- BaesensBVan GestelTStepanovaMVan den PoelDVanthienenJNeural network survival analysis for personal loan dataJ Opl Res Soc2005561089109810.1057/palgrave.jors.2601990
- BaesensBVan GestelTViaeneSStepanovaMSuykensJVanthienenJBenchmarking state-of-the-art classification algorithms for credit scoringJ Opl Res Soc20035462763510.1057/palgrave.jors.2601545
- BanasikJCrookJNThomasLCNot if but when will borrowers defaultJ Opl Res Soc1999501185119010.1057/palgrave.jors.2600851
- BatistaGEPratiRCMonardMCA study of the behavior of several methods for balancing machine learning training dataSigkdd Explor20046202910.1145/1007730.1007735
- BellottiTCrookJNCredit scoring with macroeconomic variables using survival analysisJ Opl Res Soc2009601699170710.1057/jors.2008.130
- BreedenJLModeling data with multiple time dimensionsComp Stat Data Anal2007514761478510.1016/j.csda.2007.01.023
- BreedenJLThomasLCThe relationship between default and economic cycle across countries for retail portfoliosJ Risk Model Validation200823114410.21314/JRMV.2008.026
- BreedenJLThomasLCMcDonaldJWStress-testing retail loan portfolios with dual-time dynamicsJ Risk Model Validation200822436210.21314/JRMV.2008.033
- ChawlaNVJapkowiczNKolczAEditorial: Special issue on learning from imbalanced data setsSigkdd Explor200461610.1145/1007730.1007733
- CrookJNEdelmanDBThomasLCRecent developments in consumer credit risk managementEur J Opl Res20071831447146510.1016/j.ejor.2006.09.100
- HandDJClassifier technology and the illusion of progressStat Sci20062111410.1214/088342306000000060
- HandDJHenleyWEStatistical classification methods in consumer credit scoring: A reviewJ R Stat Soc Ser A199716052354110.1111/j.1467-985X.1997.00078.x
- LeemisLMReliability: Probabilistic Models and Statistical Methods1995
- MeekerWQEscobarLAStatistical Methods for Reliability Data1998
- RosenbergEGleitAQuantitative methods in credit management: A surveyOpns Res19944258961310.1287/opre.42.4.589
- StepanovaMThomas LCPHAB scores: Proportional hazards analysis behavioural scoresJ Opl Res Soc2001521007101610.1057/palgrave.jors.2601189
- StepanovaMThomasLCSurvival analysis methods for personal loan dataOpns Res20025027728910.1287/opre.50.2.277.426
- TangLThomasLCThomasSBozzetoJ-FIt's the economy stupid: Modelling financial product purchasesInt J Bank Market200725223810.1108/02652320710722597
- ThomasLCA survey of credit and behavioural scoring: Forecasting financial risk of lending to consumersInt J Forecast20001614917210.1016/S0169-2070(00)00034-0
- ThomasLCEdelmanDBCrookJNCredit Scoring and its Applications2002
- ThomasLCEdelmanDBCrookJNReadings in Credit Scoring: Recent Developments, Advances, and Aims2004
- ThomasLCOliverRWHandDJA survey of the issues in consumer credit modelling researchJ Opl Res Soc2005561006101510.1057/palgrave.jors.2602018