A new dynamic modeling framework for credit risk assessment MR Sousa, J Gama, E Brandão Expert Systems with Applications 45, 341-351, 2016 | 105 | 2016 |
Introducing time-changing economics into credit scoring MR Sousa, J Gama, E Brandao FEP Working Papers, 2013 | 15 | 2013 |
Links between scores, real default and pricing: Evidence from the Freddie Mac’s loan-level dataset MR Sousa, J Gama, E Brandão Journal of Economics, Business and Management 3 (12), 1106-1114, 2015 | 10 | 2015 |
Dynamic credit score modeling with short-term and long-term memories: the case of Freddie Mac's database MR Sousa, J Gama, E Brandão | 9 | 2016 |
Stress-testing the return on lending under real extreme adverse circumstances M Sousa, J Gama, E BrandÃO European Financial Management Association annual conference. Amsterdam: EFMA, 2015 | 4 | 2015 |
A two-stage model for dealing with temporal degradation of credit scoring MR Sousa, J Gama, MJS Gonçalves arXiv preprint arXiv:1406.7775, 2014 | 4 | 2014 |
A tripartite scorecard for the pay/no pay decision-making in the retail banking industry MR Sousa, JP da COSTA Applications of Data Mining in E-Business and Finance, 45-50, 2008 | 2 | 2008 |