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Iain Brown
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An experimental comparison of classification algorithms for imbalanced credit scoring data sets
I Brown, C Mues
Expert systems with applications 39 (3), 3446-3453, 2012
8762012
Benchmarking regression algorithms for loss given default modeling
G Loterman, I Brown, D Martens, C Mues, B Baesens
International Journal of Forecasting 28 (1), 161-170, 2012
2472012
Exposure at default models with and without the credit conversion factor
ENC Tong, C Mues, I Brown, LC Thomas
European Journal of Operational Research 252 (3), 910-920, 2016
522016
Machine learning interpretability for a stress scenario generation in credit scoring based on counterfactuals
AC Bueff, M Cytryński, R Calabrese, M Jones, J Roberts, J Moore, I Brown
Expert Systems with Applications 202, 117271, 2022
222022
Developing credit risk models using SAS enterprise miner and SAS/STAT: Theory and applications
I Brown
SAS Institute Inc., 2014
132014
Regression model development for credit card exposure at default (EAD) using SAS/STAT and SAS Enterprise Miner 5.3
I Brown
SAS Global Forum, 2011
72011
An experimental comparison of classification techniques for imbalanced credit scoring data sets using SAS̉ Enterprise Miner
I Brown
Proceedings of SAS Global Forum, 2012
52012
Basel II compliant credit risk modelling: model development for imbalanced credit scoring data sets, loss given default (LGD) and exposure at default (EAD)
ILJ Brown
University of Southampton, 2012
42012
Benchmarking state-of-the-art regression algorithms for loss given default modelling
G Loterman, I Brown, D Martens, C Mues, B Baesens
Credit Scoring and Credit Control XI, 26-28, 2009
42009
Regression model development for exposure at default (EAD)
I Brown, C Mues, LC Thomas
Proceedings of the 24th European Conference on Operational Research, 2010
12010
Mastering Marketing Data Science: A Comprehensive Guide for Today's Marketers
I Brown
John Wiley & Sons, 2024
2024
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Articles 1–11