Wedescribe a case study in data miningfor personal loan evaluation, performed at the ABNAMRObank in the Netherlands. Historical data of clients and their pay-backbehaviourare used...
A. J. Feelders, A. J. F. le Loux, J. W. van't Zand
Monte Carlo simulation is a common method for studying the volatility of market traded instruments. It is less employed in retail lending, because of the inherent nonlinearities in...
Censored targets, such as the time to events in survival analysis, can generally be represented by intervals on the real line. In this paper, we propose a novel support vector tec...
Pannagadatta K. Shivaswamy, Wei Chu, Martin Jansch...
Background: Most genomic data have ultra-high dimensions with more than 10,000 genes (probes). Regularization methods with L1 and Lp penalty have been extensively studied in survi...
Zhenqiu Liu, Dechang Chen, Ming Tan, Feng Jiang, R...