141 search results - page 2 / 29 » Structural models in consumer credit |
HICSS
2007
IEEE
13 years 11 months ago
2007
IEEE
Mobile payment services have, thus far, failed to entice consumers. An apparent conclusion is that these services have failed to meet consumers’ payment needs. Deeper understand...
KDD
1998
ACM
13 years 9 months ago
1998
ACM
In many data mining problems the definition of what structures in the database are to be regarded as interesting or valuable is given only loosely. Typically this is regarded as a...
CORR
2007
Springer
13 years 5 months ago
2007
Springer
We propose a model which can be jointly calibrated to the corporate bond term structure and equity option volatility surface of the same company. Our purpose is to obtain explicit...
EOR
2007
13 years 5 months ago
2007
Credit scoring is a method of modelling potential risk of credit applications. Traditionally, logistic regression, linear regression and discriminant analysis are the most popular...
IOR
2008
13 years 5 months ago
2008
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...