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» Survival Analysis Methods for Personal Loan Data
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IOR
2002
50views more  IOR 2002»
13 years 4 months ago
Survival Analysis Methods for Personal Loan Data
Maria Stepanova, Lyn C. Thomas
KDD
1995
ACM
248views Data Mining» more  KDD 1995»
13 years 8 months ago
Data Mining for Loan Evaluation at ABN AMRO: A Case Study
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
JORS
2010
189views more  JORS 2010»
13 years 1 days ago
Monte Carlo scenario generation for retail loan portfolios
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...
J. L. Breeden, D. Ingram
ICDM
2007
IEEE
109views Data Mining» more  ICDM 2007»
13 years 11 months ago
A Support Vector Approach to Censored Targets
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...
BMCBI
2010
150views more  BMCBI 2010»
13 years 2 months ago
Kernel based methods for accelerated failure time model with ultra-high dimensional data
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...