Concepedia

Iain Brown

IB

4

Publications

946

Citations

4

H-Index

2011

Active since

Affiliations

University of Southampton(Current)

SAS Institute (United Kingdom)

Iain Brown is an author at University of Southampton specializing in predictive analytics, computer science, and machine learning.

Top concepts

Publications per year

2011–2022

4

Publications

4

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

Iain Brown, Christophe Mues · Expert Systems with Applications · 2011 · 693 citations · Full text

Benchmarking regression algorithms for loss given default modeling

Gert Loterman, Iain Brown, David Martens et al. · International Journal of Forecasting · 2011 · 184 citations

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Machine learning interpretability for a stress scenario generation in credit scoring based on counterfactuals

Andreas Bueff, Mateusz Cytryński, Raffaella Calabrese et al. · Expert Systems with Applications · 2022 · 35 citations · Full text

Exposure at default models with and without the credit conversion factor

Edward Tong, Christophe Mues, Iain Brown et al. · European Journal of Operational Research · 2016 · 34 citations · Full text

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