Michael Bücker

FH Münster · Faculty of Business Administration

Statistische Modelle zur Prognose von Kreditausfällen vernachlässigen in der Regel die Beobachtungen derjenigen Kunden, denen erst gar kein Kredit gewährt wurde. Denn für diese abgelehnten Kreditnehmer ist schließlich die Zielgröße unbekannt, das heißt die Bank hat üblicherweise keine Information über die Zahlungsmoral dieser Antragsteller im Falle...

We develop Few-Shot Learning models trained to recognize five or ten different dynamic hand gestures, respectively, which are arbitrarily interchangeable by providing the model with one, two, or five examples per hand gesture. All models were built in the Few-Shot Learning architecture of the Relation Network (RN), in which Long-Short-Term Memory c...

A major requirement for credit scoring models is to provide a maximally accurate risk prediction. Additionally, regulators demand these models to be transparent and auditable. Thus, in credit scoring, very simple predictive models such as logistic regression or decision trees are still widely used and the superior predictive power of modern machine...

A major requirement for credit scoring models is to provide a maximally accurate risk prediction. Additionally, regulators demand these models to be transparent and auditable. Thus, in credit scoring, very simple predictive models such as logistic regression or decision trees are still widely used and the superior predictive power of modern machine...

We generalize an empirical likelihood approach to deal with missing data to a model of consumer credit scoring. An application to recent consumer credit data shows that our procedure yields parameter estimates which are significantly different (both statistically and economically) from the case where customers who were refused credit are ignored. T...

Interaction orientation reflects the ability of a company to interact with the individual customer and to gather information from successful interactions. Four dimensions of interaction orientation are identified in the literature: customer concept, interaction response capacity, customer empowerment and customer value management (Ramani and Kumar,...

Using an empirical likelihood approach, we show that generalized linear models can still be consistently estimated even if dependent variables are not missing at random, and derive a Hausman test by comparing this estimator to the standard one.

We generalize an empirical likelihood approach to missing data to the case of consumer credit scoring and provide a Hausman test for nonignorability of the missings. An application to recent consumer credit data shows that our model yields parameter estimates which are significantly different (both statistically and economically) from the case wher...

Die statistische Qualität von Kreditausfallprognosen lässt sich auf verschiedene Weise messen und vergleichen. Der vorliegende Übersichtsartikel fasst die in der Literatur gemachten Vorschläge zusammen und diskutiert deren Eignung für Kreditausfallprognosen im Privatkundengeschäft. Es zeigt sich, dass nicht alle Qualitätskriterien hier gleichermaße...

We generalize an empirical likelihood approach to missing data to the case of consumer credit scoring and provide a Hausman test for nonignorability of the missings. An application to recent consumer credit data shows that our model yields parameter estimates which are significantly different (both statistically and economically) from the case wher...

“Global” classifiers may fail to distinguish classes adequately in discrimination problems with inhomogeneous groups. Instead, local methods that consider latent subclasses can be adopted in this case. Three different models for local discrimination of categorical variables are presented in this work. They are based on Latent Class Models, which re...

Die statistische Qualität von Kreditausfallprognosen läßt sich auf unterschiedliche Art und Weise messen und vergleichen. Die vorliegende Arbeit faßt die in der Literatur gemachten Vorschläge zusammen und diskutiert deren Eignung für das Alltagsgeschäft von Kreditausfallprognosen im Privatkundenbereich. Es zeigt sich, daß nicht alle Qualitätskriter...