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Maria Rocha Sousa
Maria Rocha Sousa
Data scientist, Millennium bcp
Verified email at fep.up.pt - Homepage
Title
Cited by
Cited by
Year
A new dynamic modeling framework for credit risk assessment
MR Sousa, J Gama, E Brandão
Expert Systems with Applications 45, 341-351, 2016
1052016
Introducing time-changing economics into credit scoring
MR Sousa, J Gama, E Brandao
FEP Working Papers, 2013
152013
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
102015
Dynamic credit score modeling with short-term and long-term memories: the case of Freddie Mac's database
MR Sousa, J Gama, E Brandão
92016
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
42015
A two-stage model for dealing with temporal degradation of credit scoring
MR Sousa, J Gama, MJS Gonçalves
arXiv preprint arXiv:1406.7775, 2014
42014
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
22008
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