Jonathan Crook

Publication Activity (10 Years)

Years Active: 2001-2024
Publications (10 Years): 22

Top Topics

Additive Models

Top Venues

Eur. J. Oper. Res.

J. Oper. Res. Soc.

Expert Syst. Appl.

Decis. Support Syst.

Publications

Leonie Goldmann, Jonathan Crook, Raffaella Calabrese
A new ordinal mixed-data sampling model with an application to corporate credit rating levels. Eur. J. Oper. Res. 314 (3) (2024)
Saïd Salhi, Graham Rand, John Hough, John C. Ranyard, Terry Williams, John Wilson, Thomas W. Archibald, Jonathan Crook, John E. Boylan, Martin H. Kunc, Zhe George Zhang
(JORS): The last 40 years. J. Oper. Res. Soc. 75 (2) (2024)
Viani Biatat Djeundje, Jonathan Crook
Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults. J. Oper. Res. Soc. 74 (7) (2023)
Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook
Joint model for longitudinal and spatio-temporal survival data. CoRR (2023)
Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook
Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: An application to credit repayment behaviour. Eur. J. Oper. Res. 310 (2) (2023)
Victor Medina-Olivares, Raffaella Calabrese, Jonathan Crook, Finn Lindgren
Joint models for longitudinal and discrete survival data in credit scoring. Eur. J. Oper. Res. 307 (3) (2023)
Betty Johanna Garzon Rozo, Jonathan Crook, Galina Andreeva
The role of web browsing in credit risk prediction. Decis. Support Syst. 164 (2023)
Joseph L. Breeden, Jonathan Crook
Multihorizon discrete time survival models. J. Oper. Res. Soc. 73 (1) (2022)
Jonathan Crook, Tony Bellotti, Christophe Mues, Galina Andreeva
Editorial. J. Oper. Res. Soc. 73 (1) (2022)
Viani Biatat Djeundje, Jonathan Crook, Raffaella Calabrese, Mona Hamid
Enhancing credit scoring with alternative data. Expert Syst. Appl. 163 (2021)
Raffaella Calabrese, Jonathan Crook
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients. Eur. J. Oper. Res. 287 (2) (2020)
Zheqi Wang, Jonathan Crook, Galina Andreeva
Reducing estimation risk using a Bayesian posterior distribution approach: Application to stress testing mortgage loan default. Eur. J. Oper. Res. 287 (2) (2020)
Viani Biatat Djeundje, Jonathan Crook
Dynamic survival models with varying coefficients for credit risks. Eur. J. Oper. Res. 275 (1) (2019)
Jonathan Crook, Christophe Mues, Tony Bellotti, Galina Andreeva
Special issue on credit risk modelling. J. Oper. Res. Soc. 70 (5) (2019)
Viani Biatat Djeundje, Jonathan Crook
Identifying hidden patterns in credit risk survival data using Generalised Additive Models. Eur. J. Oper. Res. 277 (1) (2019)
Viani Biatat Djeundje, Jonathan Crook
Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards. Eur. J. Oper. Res. 271 (2) (2018)
Xiao Yao, Jonathan Crook, Galina Andreeva
Enhancing two-stage modelling methodology for loss given default with support vector machines. Eur. J. Oper. Res. 263 (2) (2017)
Zhiyong Li, Jonathan Crook, Galina Andreeva
Dynamic prediction of financial distress using Malmquist DEA. Expert Syst. Appl. 80 (2017)
Mindy Leow, Jonathan Crook
The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis. Eur. J. Oper. Res. 249 (2) (2016)
Jonathan Crook, Tony Bellotti, Christophe Mues
Editorial. Eur. J. Oper. Res. 249 (2) (2016)
Mindy Leow, Jonathan Crook
A new Mixture model for the estimation of credit card Exposure at Default. Eur. J. Oper. Res. 249 (2) (2016)
Xiao Yao, Jonathan Crook, Galina Andreeva
Support vector regression for loss given default modelling. Eur. J. Oper. Res. 240 (2) (2015)
Mindy Leow, Jonathan Crook
Intensity models and transition probabilities for credit card loan delinquencies. Eur. J. Oper. Res. 236 (2) (2014)
Zhiyong Li, Jonathan Crook, Galina Andreeva
Chinese companies distress prediction: an application of data envelopment analysis. J. Oper. Res. Soc. 65 (3) (2014)
Tony Bellotti, Jonathan Crook
Retail credit stress testing using a discrete hazard model with macroeconomic factors. J. Oper. Res. Soc. 65 (3) (2014)
Jonathan Crook, Thomas W. Archibald
Editorial. J. Oper. Res. Soc. 63 (1) (2012)
Thomas W. Archibald, Jonathan Crook
Editorial. J. Oper. Res. Soc. 62 (1) (2011)
John Banasik, Jonathan Crook
Reject inference in survival analysis by augmentation. J. Oper. Res. Soc. 61 (3) (2010)
P. Ma, Jonathan Crook, Jake Ansell
Modelling take-up and profitability. J. Oper. Res. Soc. 61 (3) (2010)
Tony Bellotti, Jonathan Crook
Credit scoring with macroeconomic variables using survival analysis. J. Oper. Res. Soc. 60 (12) (2009)
Tony Bellotti, Jonathan Crook
Support vector machines for credit scoring and discovery of significant features. Expert Syst. Appl. 36 (2) (2009)
John Banasik, Jonathan Crook
Reject inference, augmentation, and sample selection. Eur. J. Oper. Res. 183 (3) (2007)
Galina Andreeva, Jake Ansell, Jonathan Crook
Modelling profitability using survival combination scores. Eur. J. Oper. Res. 183 (3) (2007)
John Banasik, Jonathan Crook, Lyn C. Thomas
Sample selection bias in credit scoring models. J. Oper. Res. Soc. 54 (8) (2003)
John Banasik, Jonathan Crook, Lyn Thomas
Scoring by usage. J. Oper. Res. Soc. 52 (9) (2001)