Modelling credit card exposure at default using vine copula quantile regression.
Eur. J. Oper. Res., November, 2023
Modelling the lifetime of banknotes with a semi-Markov chain model.
J. Oper. Res. Soc., 2022
Debtor level collection operations using Bayesian dynamic programming.
J. Oper. Res. Soc., 2019
Domain Identification for Commercial Intention-holding Posts on Twitter.
Proceedings of the International Conference on Cyber Situational Awareness, 2019
Modelling repayment patterns in the collections process for unsecured consumer debt: A case study.
Eur. J. Oper. Res., 2016
Lending decisions with limits on capital available: The polygamous marriage problem.
Eur. J. Oper. Res., 2016
A Simheuristic approach to the vehicle ferry revenue management problem.
Proceedings of the Winter Simulation Conference, 2016
When to rebuild or when to adjust scorecards.
J. Oper. Res. Soc., 2015
Stress testing credit card portfolios: an application in South Africa.
J. Oper. Res. Soc., 2014
Using a transactor/revolver scorecard to make credit and pricing decisions.
Decis. Support Syst., 2014
Time varying or static cut-offs for credit scorecards.
J. Oper. Res. Soc., 2013
Modelling the profitability of credit cards by Markov decision processes.
Eur. J. Oper. Res., 2011
A semi-supervised regression model for mixed numerical and categorical variables.
Pattern Recognit., 2007