Iain Brown

SAS Institute (United Kingdom)United Kingdom

Business, Management and Accounting · Social Sciences

5h-index998citations9works0.02yr avg

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Research Topics

Financial Distress and Bankruptcy Prediction(6), Credit Risk and Financial Regulations(4), Imbalanced Data Classification Techniques(3), Statistical Methods and Inference(1), Neural Networks and Applications(1)

Publications9 total

European Journal of Operational Research·2016· 34 citedOpen Access
Developing Credit Risk Models Using SAS Enterprise Miner and SAS/STAT: Theory and Applications
2014· 4 cited
Expert Systems with Applications·2011· 693 citedOpen Access
International Journal of Forecasting·2011· 185 cited
Regression model development for exposure at default (EAD)
ePrints Soton (University of Southampton)·2010
Benchmarking state-of-the-art regression algorithms for loss given default modelling
ePrints Soton (University of Southampton)·2009· 1 cited

Frequent Co-authors

Christophe Mues(5), Gert Loterman(2), David Martens(2), Bart Baesens(2), Rafael A. Calvo(1), Steve Scheding(1), Andreas Bueff(1), Mateusz Cytryński(1), Raffaella Calabrese(1), Matthew Jones(1), John Roberts(1), Jonathon Moore(1), Edward Tong(1), Lyn C. Thomas(1), Laine Thomas(1)