Forthcoming events

 

Past events

Matuszyk, A., Frydman, H., “Application of the Random Survival Forest to the Financial Competing Risks Data”, Credit Scoring and Credit Control Conference, 28 Aug –30 Aug 2019, Edinburgh, United Kingdom

Matuszyk A., Andreeva G., “Gender discrimination in algorithmic decision-making” , 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018), July 12 – 13, 2018, Valencia, Spain

Matuszyk, A., Ptak-Chmielewska, A., “Random survival forests in the credit risk models for small and medium enterprises“, Credit Scoring and Credit Control Conference, 30 Aug –1 Sept 2017, Edinburgh, United Kingdom

Matuszyk, A., Bijak, K., “Bayesian models of car lease frauds“, Credit Scoring and Credit Control Conference, 30 Aug –1 Sept 2017, Edinburgh, United Kingdom

Matuszyk, A., Ptak-Chmielewska, A., “Prediction of bankruptcy of Polish SMEs – territorial differences”, International Conference on Banking and Finance, July 10 – 11, 2017, Warsaw, Poland

Matuszyk, A., Wrzosek, M., “Generalized extreme value model for car loan fraud”, 6th Business & Management Conference, June 27-30, 2017, Geneva, Switzerland

Matuszyk, A., Ptak-Chmielewska, A., “The impact of non-financial ratios in the SMEs bankruptcy prediction”, poster in: International Risk Management Conference IRMC 10th Edition, June 12-14, 2017, Florence, Italy

Edward Altman Lecture Series April 27th, 2017, Warsaw, Poland

Matuszyk A., Nowak, A., Porównanie wybranych metod budowy modeli oceniających możliwość wystąpienia zdarzenia niewypłacalności MSP (Comparison of the selected methods used in modelling the probability of the SMEs insolvency), – poster, In: Konferencja Katedr Finansów KKF2016, September 21st-23rd 2016, Łódź, Poland,

Matuszyk A., Nowak, A., “Modelling time to default for SMEs operating on the Polish market”, In: 28th European Conference on Operational Research (EURO), June 3rd-6th, 2016, Poznań, Poland,

Calabrese R., Colapinto C., Matuszyk A., Zenga M., “The difficulties of the access to credit for the SMEs: an international comparison”, In: 4th SMTDA2016, Valletta, Malta, 1-4 June 2016, University of Malta

Edward Altman Lecture Series April 14th, 2016, Warsaw, Poland

G. Andreeva, A.Matuszyk, “Debt trails: Mapping relations of debt and credit from everyday actors to global credit markets” WORKSHOP, 3-4 March 2016, Budapest, Hungary, ELTE University

Frydman, H., Matuszyk, A., “The Mover-Stayer Process for the Credit Data”, In: INFORMS Annual Meeting, Philadelphia, USA, November 1-4, 2015

Advanced Analytics and Data Science Warsaw, October20th, 2015

M. Müller, A.Matuszyk, S. Lessmann, H-V. Seow, “Neural Networks For Credit Risk Management: A case study in the car financing industry”, The Fourth International Conference On Advances in Economics, Management and Social Study – EMS 2015”, Kuala-Lumpur, Malaysia, September 26-27th 2015

Frydman, H., Matuszyk, A., “A Mover-Stayer Model with Covariates for Installment Loans Repayment Proces”, Credit Scoring and Credit Control XIV, Edinburgh, GB, August 26-28th 2015

R. Calabrese, C. Colapinto, A. Matuszyk, M. Zenga, The 16th Conference of the Applied Stochastic Models and Data Analysis,  University of Piraeus, Greece, 30 June – 4 July 2015

Andreeva, G., Matuszyk, A., “Gender differences in consumer credit risk”, In: Computational and Financial Econometrics (CFE 2014), University of Pisa, Italy, 6-8 December 2014

Andreeva, G., Matuszyk, A., “Are there gender differences in consumer credit risk?”, In IFORS, 13-18th July 2014, Barcelona, Spain

Matuszyk, A., Ptak-Chmielewska, A., “Rating models using logistic and Cox regression: Medium and Large Companies Case”, In IFORS, 13-18th July 2014, Barcelona, Spain

Matuszyk, A., Nowak, A.K, “Analysis of Possibilities to Apply DEA Method in Scoring Models in Companies Insolvency Examination Process”, In World Finance Conference, July 2nd-4th, 2014, Venice, Italy

Matuszyk, A., Ptak-Chmielewska, A., “Default prediction models for SMEs using discriminant and survival analysis, evidence from Polish market” – poster, In IRMC Conference, 23rd – 24th June 2014, Warsaw, Poland

Matuszyk, A., Ptak-Chmielewska, A., “Logistic regression and Cox regression models – comparison made on empirical credit defaults data”, In IMRA-Kean International Conference, New Jersey, USA, 29th – 31st May 2014 2014,

Matuszyk, A., “Modele analizy przetrwania dla ryzyk konkurujących”, (Survival analysis models for competing risks), 12-14 May 2014, Augustów, Poland

The New ABC of Consumer Credit Modelling: Affordability, Big Data and Collections?, Workshop Southampton, UK, 2nd April 2014

Matuszyk, A., Nowak A.K, “Analiza możliwości zastosowania metody DEA w modelach scoringowych”, (Analysis of the DEA method applicability in the scoring models), 22nd November 2013, Katowice, Poland

Thomas, L.C., Matuszyk, A., Moore A., So, M., “Repayment Patterns to Aid Write-off Decisions in the Collections Process”, In INFORMS Annual Meeting, October 6–9, 2013, Minneapolis

Matuszyk, A., Ptak-Chmielewska, A., “Warning Signals in Credit Fraud Detection”, In Credit Scoring and Credit Control XIII, Edinburgh, GB, 28 – 30 Aug 2013.

Matuszyk, A., Nowak A.K, “Impact of the global financial crisis on the credit and liquidity risk in the banks operating in Poland”, In 25th European Conference on Operational Research XXVI EURO – INFORMS July 1-4, 2013, Rome

Matuszyk, A., Nowak A.K, “Analiza efektywności banków działających w Polsce z zastosowaniem metody DEA”, (Efficiency Analysis of banks operating in Poland using the DEA method), June-July 2010, Poznań, Poland

Matuszyk, A., Nowak A.K, “Efficiency analysis of the banks and insurance companies operating in Poland using the DEA method”, In 24th European Conference on Operational Research ( EURO XXIV), July 11-14, 2010, Lisbon

Thomas, L C., Matuszyk, A., Moore A., “Using Payment Patterns in Modelling Recovery Rates”, In Credit Scoring and Credit Control XI, August 26-28, 2009

Thomas, L.C., Matuszyk, A., Moore A., “Collection comparison on differences between in-house collection and agency”, In 23rd European Conference on Operational Research (Euro XXIII), Bonn, July 5-8, 2009

Thomas, L.C., Matuszyk, A., De Almeida Filho, A. and Mues, C., “Modelling the collection process for unsecured consumer loans”, In 18th Triennial Conference of the International Federation of Operational Research Societies Conference (IFORS2008), 13 – 18 Jul 2008. Sandton , South Africa,

Dynamic Consumer Risk Modelling and the Economy Conference; University of Edinburgh; April 4, 2008;

Basel II Modelling Seminar, HMS Belfast London; December 6, 2007;

Statistical and Machine Learning Approaches to Detecting Fraud and Predicting Consumer Behaviour; Imperial College London; November 23, 2007;

Thomas, L.C., Mues, C.and Matuszyk, A., “Modelling LGD for unsecured personal loans: decision tree approach”, In 10th Credit Scoring & Credit Control Conference (CSCC X), 2007,Edinburgh, GB;

Matuszyk, A., Thomas, L.C. and Mues, C., “Collection process modelling for personal loans”,In 22nd European Conference on Operational Research (EURO XXII); Prague; July 8-11, 2007;

Matuszyk, A., Thomas, L.C. and Mues, C., “Loss given default process modelling”, In Quantative Financial Risk Management Centre Symposium on Risk Management in the Retail Financial Services Sector, London, UK; April 17, 2007;

Workshop and conference on Basel II & Credit Risk Modelling in Consumer Lending; Chilworth Manor, Southampton; September 6-8, 2006;