Christophe Mues - Publications, H-index & Citations

Christophe Mues

southampton business school

28H指数

118论文数

5.2K被引数

收录论文 32

发表时间

Credit risk modeling innovations in a changing world 变化世界中的信用风险建模创新

Annals of Operations Research

IF4.5

2026-05-20

PREAI

Galina Andreeva; Jonathan Crook; Christophe Mues

Attention-based dynamic multilayer graph neural networks for loan default prediction

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2025-03-01

OAAI

Zandi, Sahab; Korangi, Kamesh; Oskarsdottir, Maria; Mues, Christophe; Bravo, Cristian

Modelling credit card exposure at default using vine copula quantile regression

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2023-11-01

OAAI

Wattanawongwan, Suttisak; Mues, Christophe; Okhrati, Ramin; Choudhry, Taufiq; So, Mee Chi

A transformer-based model for default prediction in mid-cap corporate markets

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2023-07-01

OAAI

Korangi, Kamesh; Mues, Christophe; Bravo, Cristian

A mixture model for credit card exposure at default using the GAMLSS framework

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2023-01-01

OAAI

Wattanawongwan, Suttisak; Mues, Christophe; Okhrati, Ramin; Choudhry, Taufiq; So, Mee Chi

Deep residential representations: Using unsupervised learning to unlock elevation data for geo-demographic prediction

ISPRS JOURNAL OF PHOTOGRAMMETRY AND REMOTE SENSING

IF12.2

2022-05-01

OAAI

Stevenson, Matthew; Mues, Christophe; Bravo, Cristian

The value of text for small business default prediction: A Deep Learning approach

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2021-12-01

OAAI

Stevenson, Matthew; Mues, Christophe; Bravo, Cristian

How can lenders prosper? Comparing machine learning approaches to identify profitable peer-to-peer loan investments

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2021-10-01

OAAI

Fitzpatrick, Trevor; Mues, Christophe

Lyn Thomas 1946-2016 Obituary

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2017-03-01

PREAI

Brailsford, Sally; Archibald, Thomas; Mues, Christophe; So, Mee Chi; de Almeida-Filho, Adiel Teixeira

Exposure at default models with and without the credit conversion factor

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2016-08-01

OAAI

Tong, Edward N. C.; Mues, Christophe; Brown, Iain; Thomas, Lyn C.

Feature Cluster: New Developments in Credit Risk Modelling

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2016-03-01

OAAI

Crook, Jonathan; Bellotti, Tony; Mues, Christophe

An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2016-03-01

OAAI

Fitzpatrick, Trevor; Mues, Christophe

Modelling repayment patterns in the collections process for unsecured consumer debt: A case study

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2016-03-01

OAAI

Thomas, Lyn C.; Matuszyk, Anna; So, Mee Chi; Mues, Christophe; Moore, Angela

Using a transactor/revolver scorecard to make credit and pricing decisions

DECISION SUPPORT SYSTEMS

IF6.8

2014-03-01

OAAI

So, Mee Chi; Thomas, Lyn C.; Seow, Hsin-Vonn; Mues, Christophe

A zero-adjusted gamma model for mortgage loan loss given default

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2013-10-01

OAAI

Tong, Edward N. C.; Mues, Christophe; Thomas, Lyn

Mixture cure models in credit scoring: If and when borrowers default

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2012-04-01

PREAI

Tong, Edward N. C.; Mues, Christophe; Thomas, Lyn C.

An experimental comparison of classification algorithms for imbalanced credit scoring data sets

EXPERT SYSTEMS WITH APPLICATIONS

IF7.5

2012-02-01

466

OAAI

Brown, Iain; Mues, Christophe

Predicting loss given default (LGD) for residential mortgage loans: A two-stage model and empirical evidence for UK bank data

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2012-01-01

OAAI

Leow, Mindy; Mues, Christophe

Benchmarking regression algorithms for loss given default modeling

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2012-01-01

129

PREAI

Loterman, Gert; Brown, Iain; Martens, David; Mues, Christophe; Baesens, Bart

RULE EXTRACTION FROM MINIMAL NEURAL NETWORKS FOR CREDIT CARD SCREENING

INTERNATIONAL JOURNAL OF NEURAL SYSTEMS

IF6.4

2011-11-21

PREAI

Setiono, Rudy; Baesens, Bart; Mues, Christophe

研究方向