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Iain Brown
Iain Brown
Adjunct Professor University of Southampton
在 soton.ac.uk 的電子郵件地址已通過驗證 - 首頁
標題
引用次數
引用次數
年份
An experimental comparison of classification algorithms for imbalanced credit scoring data sets
I Brown, C Mues
Expert systems with applications 39 (3), 3446-3453, 2012
8582012
Benchmarking regression algorithms for loss given default modeling
G Loterman, I Brown, D Martens, C Mues, B Baesens
International Journal of Forecasting 28 (1), 161-170, 2012
2452012
Exposure at default models with and without the credit conversion factor
ENC Tong, C Mues, I Brown, LC Thomas
European Journal of Operational Research 252 (3), 910-920, 2016
512016
Machine learning interpretability for a stress scenario generation in credit scoring based on counterfactuals
AC Bueff, M Cytryński, R Calabrese, M Jones, J Roberts, J Moore, I Brown
Expert Systems with Applications 202, 117271, 2022
202022
Developing credit risk models using SAS enterprise miner and SAS/STAT: Theory and applications
I Brown
SAS Institute Inc., 2014
132014
Regression model development for credit card exposure at default (EAD) using SAS/STAT and SAS Enterprise Miner 5.3
I Brown
SAS Global Forum, 2011
72011
Basel II compliant credit risk modelling: model development for imbalanced credit scoring data sets, loss given default (LGD) and exposure at default (EAD)
ILJ Brown
University of Southampton, 2012
42012
An experimental comparison of classification techniques for imbalanced credit scoring data sets using SASÒ Enterprise Miner
I Brown
Proceedings of SAS Global Forum, 2012
42012
Benchmarking state-of-the-art regression algorithms for loss given default modelling
G Loterman, I Brown, D Martens, C Mues, B Baesens
Credit Scoring and Credit Control XI, 26-28, 2009
42009
Regression model development for exposure at default (EAD)
I Brown, C Mues, LC Thomas
Proceedings of the 24th European Conference on Operational Research, 2010
12010
Mastering Marketing Data Science: A Comprehensive Guide for Today's Marketers
I Brown
John Wiley & Sons, 2024
2024
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