Southampton Management School

Christophe Mues

Primary position:
Senior Lecturer

Prior to my appointment at the University of Southampton, I was employed as a researcher and teaching assistant at K.U.Leuven (Belgium), where I obtained the degree of Doctor in Applied Economics. In September 2004, I joined the School of Management, where I am currently Director of the MSc Knowledge and Information Systems Management (KISM) and teach on a variety of subjects in information systems and marketing analytics.

Dr Christophe Mues's photo

The University of Southampton's electronic library (e-prints)

Article

Tong, Edward N.C., Mues, Christophe and Thomas, Lyn C. (2012) Mixture cure models in credit scoring: If and when borrowers default. European Journal of Operational Research, 218, (1), 132-139. (doi:10.1016/j.ejor.2011.10.007)
Brown, I. and Mues, C. (2012) An experimental comparison of classification algorithms for imbalanced credit scoring data sets. Expert Systems with Applications, 39, (3), 3446-3453. (doi:10.1016/j.eswa.2011.09.033)
Loterman, G., Brown, I., Martens, D., Mues, C. and Baesens, B. (2012) Benchmarking regression algorithms for loss given default modeling. International Journal of Forecasting(doi:10.1016/j.ijforecast.2011.01.006) (In Press)
Setiono, R., Baesens, B. and Mues, C. (2011) Rule extraction from minimal neural networks for credit card screening. International Journal of Neural Systems, 21, (4), 265-276. (doi:10.1142/S0129065711002821)
Lima, E., Mues, C. and Baesens, B. (2011) Monitoring and backtesting churn models. Expert Systems with Applications, 38, (1), 975-982. (doi:10.1016/j.eswa.2010.07.091)
Martens, David, Vanhoutte, Christine, De Winne, Sophie, Baesens, Bart, Sels, Luc and Mues, Christophe (2011) Identifying financially successful start-up profiles with data mining. Expert Systems with Applications, 38, (5), 5794-5800. (doi:10.1016/j.eswa.2010.10.052)
Verbeke, Wouter, Martens, David, Mues, Christophe and Baesens, Bart (2011) Building comprehensible customer churn prediction models with advanced rule induction techniques. Expert Systems with Applications, 38, (3), 2354-2364. (doi:10.1016/j.eswa.2010.08.023)
Huysmans, Johan, Dejaeger, Karel, Mues, Christophe, Vanthienen, Jan and Baesens, Bart (2011) An empirical evaluation of the comprehensibility of decision table, tree and rule based predictive models. Decision Support Systems, 51, (1), 141-154. (doi:10.1016/j.dss.2010.12.003)
Thomas, L. C., Mues, C. and Matuszyk, A. (2010) Modelling LGD for unsecured personal loans: decision tree approach. Journal of the Operational Research Society, 61, 393-398. (doi:10.1057/jors.2009.67)
De Almeida Filho, A., Mues, C. and Thomas, L. C. (2010) Optimizing the collections process in consumer credit. Production & Operations Management, 19, (6), 698-708. (doi:10.1111/j.1937-5956.2010.01152.x)
Lima, E., Mues, C. and Baesens, B. (2009) Domain knowledge integration in data mining using decision tables: case studies in churn prediction. Journal of the Operational Research Society, 60, (8), 1096-1106. (doi:10.1057/jors.2008.161)
Baesens, B., Mues, C., Martens, D. and Vanthienen, J. (2009) 50 Years of data mining and OR: upcoming trends and challenges. Journal of the Operational Research Society, 60, (Supplement 1), S16-S23. (doi:10.1057/jors.2008.171)
Setiono, R., Baesens, B. and Mues, C. (2009) A note on knowledge discovery using neural networks and its application to credit card screening. European Journal of Operational Research, 192, (1), 326-332. (doi:10.1016/j.ejor.2007.09.022)
Lessmann, Stefan, Baesens, Bart, Mues, Christophe and Pietsch, Swantje (2008) Benchmarking classification models for software defect prediction: a proposed framework and novel findings. IEEE Transactions on Software Engineering, 34, (4), 485-496. (doi:10.1109/TSE.2008.35)
Vandecruys, Olivier, Martens, David, Baesens, Bart, Mues, Christophe, De Backer, Manu and Haesen, Raf (2008) Mining software repositories for comprehensible software fault prediction models. [in special issue: Software Process and Product Measurement] Journal of Systems and Software, 81, (5), 823-839. (doi:10.1016/j.jss.2007.07.034)
Setiono, R., Baesens, B. and Mues, C. (2008) Recursive neural network rule extraction for data with mixed attributes. IEEE Transactions on Neural Networks, 19, (2), 299-307. (doi:10.1109/TNN.2007.908641)
Mues, C. and Tutunovic, M. (2008) Uz Manje Rizika Do Vise Kapitala. Bankar Magazin, 86-87.
Hoffmann, F., Baesens, B., Mues, C. and Vanthienen, J. (2007) Inferring descriptive and approximate fuzzy rules for credit scoring using evolutionary algorithms. European Journal of Operational Research, 177, (1), 540-555. (doi:10.1016/j.ejor.2005.09.044)
Baesens, Bart, Mues, Christophe, Van Gestel, Tony and Vanthienen, Jan (2006) Preface. Special issue on intelligent information systems for financial engineering. Expert Systems with Applications, 30, (3), 413-414. (doi:10.1016/j.eswa.2005.10.001)
Mues, Christophe, Baesens, Bart, Files, Craig M. and Vanthienen, Jan (2004) Decision diagrams in machine learning: an empirical study on real-life credit-risk data. Expert Systems with Applications, 27, (2), 257-264. (doi:10.1016/j.eswa.2004.02.001)
Mues, Christophe and Vanthienen, Jan (2004) Efficient rule base verification using binary decision diagrams. Lecture Notes in Computer Science, 3180, (Jan 2004), 445-454. (doi:10.1007/b99664)
Baesens, Bart, Mues, C and Vanthienen, Jan (2003) Knowledge discovery in data: van academische denkoefening naar bedrijfsrelevante praktijk. Informatie: Maandblad voor de informatievoorziening, 45, (1), 30-35.
Baesens, Bart, Setiono, Rudy, Mues, Christophe and Vanthienen, Jan (2003) Using neural network rule extraction and decision tables for credit-risk evaluation. Management Science, 49, (3), 312-329. (doi:10.1287/mnsc.49.3.312.12739)
Martens, Jurgen, Wets, Geert, Vanthienen, Jan and Mues, Christophe (2000) Improving a neuro-fuzzy classifier using exploratory factor analysis. International Journal of Intelligent Systems, 15, (8), 785-800. (doi:10.1002/1098-111X(200008)15:8<785::AID-INT6>3.0.CO;2-L)
Vanthienen, J., Mues, C. and Aerts, A. (1998) An illustration of verification and validation in the modelling phase of KBS development. Data and Knowledge Engineering, 27, (3), 337-352. (doi:10.1016/S0169-023X(98)80003-7)
Vanthienen, J., Mues, C., Wets, G. and Delaere, K. (1998) A tool-supported approach to inter-tabular verification. Expert Systems with Applications, 15, (3-4), 277-285. (doi:10.1016/S0957-4174(98)00047-5)
Martens, Jurgen, Wets, Geert, Vanthienen, Jan and Mues, Christophe (1998) An initial comparison of a fuzzy neural classifier and a decision tree based classifier. Expert Systems with Applications, 15, (3-4), 375-381. (doi:10.1016/S0957-4174(98)00057-8)

Book

Mues, Christophe J. Vanthienen (2002) On the use of decision tables and diagrams in knowledge modelling and verification, Katholieke Universiteit Leuven. Department of Applied Economic Sciences, 223pp.

Book Section

Goedertier, Stijn, Mues, Christophe and Vanthienen, Jan (2007) Specifying process-aware access control rules in SBVR. In, Advances in Rule Interchange and Applications. Berlin. Germany, Springer, 39-52. (Lecture Notes in Computer Science, 4824). (doi:10.1007/978-3-540-75975-1)
Mues, C., Baesens, B., Huysmans, J. and Vanthienen, J. (2006) Comprehensible credit-scoring knowledge visualization using decision tables and diagrams. In, Enterprise Information Systems VI. The Netherlands, Kluwer.
Martens, David, De Backer, Manu, Haesen, Raf, Baesens, Bart, Mues, Christophe and Vanthienen, Jan (2006) Ant-based approach to the knowledge fusion problem. In, Ant Colony Optimization and Swarm Intelligence. Berlin, Germany, Springer, 84-95. (Lecture Notes in Computer Science, 4150/2006). (doi:10.1007/11839088_8)
Mues, Christophe, Baesens, Bart, Setiono, Rudy and Vanthienen, Jan (2005) From knowledge discovery to implementation: a business intelligence approach using neural network rule extraction and decision tables. In, Althoff, Klaus-Dieter, Dengel, Andreas, Bergmann, Ralph, Nick, Markus and Roth-Berghofer, Thomas (eds.) Professional Knowledge Management: Third Biennial Conference, WM 2005, Kaiserslautern, Germany, April 10-13, 2005, Revised Selected Papers. Professional Knowledge Management: Third Biennial Conference, WM 2005 , Springer, 483-495. (Lecture Notes in Computer Science 3782). (doi:10.1007/11590019_55)
Mues, Christophe, Baesens, Bart, Files, Craig M. and Vanthienen, Jan (2004) Decision diagrams in machine learning: an empirical study on real-life credit risk data. In, Diagrammatic Representation and Inference: Third International Conference, Diagrams 2004, Cambridge, UK, March 22-24, 2004. Proceedings. Diagrammatic Representation and Inference: Third International Conference, Diagrams 2004 Berlin / Heidelberg, Germany, Springer, 395-397. (Lecture Notes in Computer Science 2980).
Mues, Christophe and Vanthienen, Jan (2004) Improving the scalability of rule base verification using binary decision diagrams: an empirical study. In, KI 2004: Advances in Artificial Intelligence: 27th Annual German Conference on AI, KI 2004, Ulm, Germany, September 20-24, 2004. Proceedings. Berlin / Heidelberg, Germany, Springer, 381-395. (Lecture Notes in Computer Science 3238). (doi:10.1007/b100351)
Baesens, B., Mues, C., Setiono, R., De Backer, M. and Vanthienen, J. (2003) Building intelligent credit scoring systems using decision tables. In, Camp, O., Filipe, J.B., Hammoudi, S. and Piattini, M.G. (eds.) Enterprise Information Systems V. 5th International Conference on Enterprise Information Systems (ICEIS'2003) , Springer.
Baesens, B., Setiono, R., Mues, C., Viaene, S. and Vanthienen, J. (2001) Building intelligent credit-risk evaluation systems using neural network rule extraction and decision tables. In, Vandenbulcke, J. and Snoeck, M. (eds.) New Directions in Software Engineering. Leuven, Belgium, Leuven University Press, 121-133.
Vanthienen, J., Mues, C. and Aerts, A. (2001) Integrating verification aspects into the modelling of KBS: an example using decision tables. In, Baborski, A.J., Bonner, R.F. and Owoc, M.L. (eds.) Knowledge Acquisition and Distributed Learning in Resolving Managerial Issues. Sweden, Mälardalen University Press, 113-125.
Baesens, B., Setiono, R., Mues, C., Viaene, S. and Vanthienen, J. (2001) Building credit-risk evaluation expert systems using neural network rule extraction and decision tables. In, Storey, V. C., Sarkar, S. and DeGross, J. I. (eds.) Proceedings of the International Conference on Information Systems, ICIS 2001. 22nd International Conference on Information Systems - ICIS2001 New Orleans, USA, Association for Information Systems, 159-168.
Vanthienen, J., Mues, C. and Wets, G. (1997) Inter-tabular verification in an interactive environment. In, Vanthienen, Jan and van Harmelen, Frank (eds.) Proceedings of the Fourth European Symposium on the Validation and Verification of Knowledge-Based Systems (EUROVAV'97). 4th European Symposium on the Validation and Verification of Knowledge Based Systems (EUROVAV'97) Leuven, Belgium, Katholieke Universiteit, 155-165.

Conference or Workshop Item

Tong, E., Mues, C. and Thomas, L.C. (2011) A zero-adjusted gamma model for estimating loss given default on residential mortgage loans. In, Credit Scoring and Credit Control XII conference, Edinburgh, GB, 24 - 26 Aug 2011.
Leow, M., Mues, C. and Thomas, L.C. (2010) Competing risks survival model for residential mortgage loans. In, 24th European Conference on Operational Research, Lisbon, Portugal, 10 - 13 Jul 2010.
Brown, I., Mues, C. and Thomas, L.C. (2010) Regression model development for exposure at default (EAD). In, 24th European Conference on Operational Research, Lisbon, PT, 10 - 13 Jul 2010.
Dejaeger, K., Verbeke, W., Huysmans, J., Mues, C., Vanthienen, J. and Baesens, B. (2010) Rule based predictive models, decision table and tree: an empirical evaluation on comprehensibility. In, 24th European Conference on Operational Research, Lisbon, PT, 10 - 13 Jul 2010.
Tong, E., Mues, C. and Thomas, L.C. (2010) Mixture cure models in consumer credit risk. In, 24th European Conference on Operational Research, Lisbon, PT, 10 - 13 Jul 2010.
Loterman, G., Brown, I., Martens, D., Mues, C. and Baesens, B. (2009) Benchmarking state-of-the-art regression algorithms for loss given default modelling. In, 11th Credit Scoring and Credit Control Conference (CSCCXI), Edinburgh, UK,
Leow, M., Mues, C. and Thomas, L. C. (2009) Loss given default (LGD) modelling for mortgage loans. In, 11th Premier Credit Scoring Conference, Credit Scoring and Credit Control (CSCC XI), Edinburgh , Scotland,
Leow, M., Mues, C. and Thomas, L. C. (2009) Loss given default modelling for mortgage loans. In, 23rd European Conference on Operational Research, Bonn, Germany,
Brown, I. and Mues, C. (2009) An experimental comparison of classification algorithms for imbalanced credit scoring data sets. In, 23rd European Conference on Operational Research, Bonn, Germany, 05 - 08 Jul 2009.
Lima, E., Mues, C. and Baesens, B. (2008) Integrating domain knowledge into data mining: A customer focused analysis. In, OR50 Annual Conference, York, UK, 09 - 11 Sep 2008.
De Almeida Filho, A., Mues, C. and Thomas, L. C. (2008) Collection process and behavioural analysis through dynamic programming models. In, OR50 Annual Conference, York , UK, 09 - 11 Sep 2008.
Thomas, L. C., Matuszyk, A., De Almeida Filho, A. and Mues, C. (2008) 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,
Matuszyk, A., Thomas, L. C. and Mues, C. (2007) Loss given default process modelling. In, Quantative Financial Risk Management Centre Symposium on Risk Management in the Retail Financial Services Sector, London, UK,
Mues, C., Huysmans, J., Baesens, B. and Vanthienen, J. (2007) An empirical investigation into the interpretability of data mining models based on decision trees, tables and rules. In, 22nd European Conference on Operational Research (EURO XXII), Prague, Czech Republic, 08 - 11 Jul 2007. Prague, Czech Republic,
Goedertier, S., Mues, C. and Vanthienen, J. (2007) Specifying process-aware access control rules in SBVR. In, International RuleML Symposium on Rule Interchange and Applications (RuleML2007), Orlando, Florida, 25 - 26 Oct 2007.
Lima, E., Baesens, B. and Mues, C. (2007) Customer lifetime value and churn management: a survey and data mining approach. In, 22nd European Conference on Operational Research EURO XXII, Prague, Czech Republic, 08 - 11 Jul 2007. Prague, Czech Republic,
Thomas, Lyn C., Mues, Christophe and Matuszyk, Anna (2007) Modelling LGD for unsecured personal loans: decision tree approach. In, 10th Credit Scoring & Credit Control Conference (CSCC X), Edinburgh, GB, 10pp.
Martens, David, Vanthienen, Jan, Baesens, Bart and Mues, Christophe (2006) Measuring the consistency with prior knowledge of classification models. In, Operational Research Conference 48, 11 - 13 Sep 2006. Bath, GB,
Mues, C., Baesens, B., Martens, D., Seow, H.-V. and Shahi, R. (2006) Knowledge Discovery and Implementation using Neural Network Rule Extraction and Decision Tables. In, 21st European Conference on Operational Research - EURO XXI - OR for Better Management of Sustainable Development, Reykjavik, Iceland, 02 - 05 Jul 2006.
Mues, C. (2006) Data mining: emerging trends, challenges and applications. At OR48 Annual Conference, Bath, UK, 11 - 13 Sep 2006. Bath, UK,
Mues, C., Martens, D., Baesens, B., Seow, H.-V. and Shahi, R. (2006) OR Techniques and Tools for Validating Basel II Models. In, 21st European Conference on Operational Research - EURO XXI - OR for Better Management of Sustainable Development, Reykjavik, Iceland, 02 - 05 Jul 2006.
Martens, D., De Backer, M., Haesen, R., Baesens, B., Mues, C. and Vanthienen, J. (2006) Ant-based approach to the knowledge fusion problem. In, 5th International Workshop on Ant Colony Optimization and Swarm Intelligence (ANTS2006), Brussels, Belgium, 04 - 07 Sep 2006.
Setiono, R., Baesens, B. and Mues, C. (2006) Risk Management and Regulatory Compliance: a Data Mining Framework Based on Neural Network Rule Extraction. In, ICIS 2006 27th International Conference on Information Systems, Milwaukee, Wisconsin, USA, 10 - 13 Dec 2006.
Martens, D., Baesens, B., Mues, C., Seow, H.-V., Shahi, R. and Vanthienen, J. (2006) Building acceptable classifiers with ants. In, 21st European Conference on Operational Research: EURO XXI, Reykjavik, Iceland, 02 - 05 Jul 2006.
Vanthienen, J., Goedertier, S. and Mues, C. (2006) Experiences with Modeling and Verification of Regulations. In, International Workshop on Regulations Modelling and their Validation & Verification (REMO2V '06), in conjunction with the 18th Conference on Advanced Information System Engineering (CAiSE '06), Luxembourg, 06 Jun 2006.
Mues, Christophe, Baesens, Bart and Vanthienen, Jan (2005) From knowledge discovery to implementation: developing business intelligence systems using decision tables. In, 3rd Conference on Professional Knowledge Management (WM2005), Kaiserslautern, Germany, 10 - 13 Apr 2005.
Huysmans, J., Baesens, B., Mues, C. and Vanthienen, J. (2004) Web Usage Mining with Time Constrained Association Rules. In, 6th International Conference on Enterprise Information Systems (ICEIS2004), Universidade Portucalense, Porto, Portugal, 14 - 17 Apr 2004. Porto, Portugal,
Mues, Christophe and Vanthienen, Jan (2004) Efficient rule base verification using binary decision diagrams. In, DEXA 2004: 15h International Conference on Database and Expert Systems Applications, Zaragoza, Spain, 30 Aug - 03 Sep 2004.
Mues, C., Baesens, B., Huysmans, J. and Vanthienen, J. (2004) Comprehensible Credit-Scoring Knowledge Visualization using Decision Tables and Diagrams. In, 6th International Conference on Enterprise Information Systems (ICEIS2004), Universidade Portucalense, Porto, Portugal, 14 - 17 Apr 2004.
De Troch, Tim, Vanthienen, Jan and Mues, Christophe (2004) Design of a web service architecture to model business logic as a decision service. In, EUROMEDIA'2004, Hasselt, Belgium, 19 - 21 Apr 2004.
Mues, Christophe and Vanthienen, Jan (2004) Improving the scalability of rule base verification using binary decision diagrams: an empirical study. In, 27th German Conference on Artificial Intelligence (KI2004), Koblenz, Germany, 20 - 24 Sep 2004. Ulm, Germany,
Baesens, Bart, Mues, Christophe, Setiono, Rudy, De Backer, Manu and Vanthienen, Jan (2003) Building Intelligent Credit Scoring Systems using Decision Tables. In, 5th International Conference on Enterprise Information Systems (ICEIS2003), Angers, France, 23 - 26 Apr 2003.
Wets, G., Mues, C. and Vanthienen, J. (1999) A comparison of techniques to model decision tables from data. In, Pacific Asian Conference on Expert Systems (PACES '99), Los Angeles, USA, 10 - 12 Feb 1999.
Vanthienen, J., Mues, C., Wets, G. and Delaere, K. (1998) A tool-supported approach to inter-tabular verification. In, 4th World Congress on Expert Systems (WCES'98), Mexico City, Mexico, 16 - 20 Mar 1998.
Wets, G., Vanthienen, J., Mues, C. and Timmermans, H. (1998) Extracting complete and consistent knowledge patterns from data. In, Annual European Workshop on Validation & Verification of Knowledge-Based Systems, in conjunction with the 6th International Conference on Principles of Knowledge Representation and Reasoning (KR'98), Trento, Italy, 02 - 05 Jun 1998.
Martens, J., Wets, G., Vanthienen, J. and Mues, C. (1998) An initial comparison of a fuzzy neural network classifier and a decision tree based classifier. In, 4th World Congress on Expert Systems (WCES'98), Mexico City, Mexico, 16 - 20 Mar 1998.
Vanthienen, J., Aerts, A. and Mues, C. (1996) An illustration of verification and validation in the modelling phase of knowledge based systems. In, 3rd World Congress on Expert Systems (WCES '96), Seoul, South Korea, 1996.
Vanthienen, J., Mues, C., Wets, G. and Aerts, A. (1995) An integrated modelling approach to KBS development. In, Workshop on Modelling Languages for Knowledge Based Systems, Amsterdam, NL, 30 - 31 Jan 1995. 27pp.
Vanthienen, J., Aerts, A., Mues, C. and Wets, G. (1995) A modelling approach to knowledge based systems verification. In, 11th Conference on AI for Applications (IEEE-CAIA'950) - Verification and Validation Workshop, Los Angeles, USA, 19 - 22 Feb 1995.
Vanthienen, J., Mues, C., Aerts, A. and Wets, G. (1995) A modularization approach to the verification of knowledge based systems. In, 14th International Joint Conference on Artificial Intelligence (IJCAI'95) - Workshop on Validation & Verification of Knowledge Based Systems, Montreal, Canada, 20 - 25 Aug 1995.
Vanthienen, J., Aerts, A., Mues, C. and Wets, G. (1995) A modelling approach to KBS verification. In, Proceedings of the 3rd European Symposium on the Validation and Verification of Knowledge Based Systems (EUROVAV '95), Chambéry, France, 26 - 28 Jun 1995. , 155 -171.
Vanthienen, J., Wets, G., Aerts, A. and Mues, C. (1995) Application independent tool support for the transition between knowledge structuring formalisms. In, 2nd International Symposium on Knowledge Acquisition, Representation and Processing (KARP '95), Auburn, USA, 27 - 30 Dec 1995.

Monograph

De Almeida Filho, Adiel T., Mues, Christophe and Thomas, Lyn C. (2009) Optimizing the collections process in consumer credit. Southampton, UK, University of Southampton, 29pp. (Discussion Papers in Centre for Operational Research, Management Science and Information Systems,(CORMSIS-09-07))
Leow, M., Mues, C. and Thomas, L. C. (2009) Predicting loss given default for residential mortgage loans: a two stage model and empirical evidence for UK bank data. England, GB, University of Southampton (Discussion Papers in Accounting & Finance CRR 09-13)
Thomas, L.C., Mues, C. and Matuszyk, A. (2007) Modelling LGD for unsecured personal loans: decision tree approach. , University of Southampton, 13pp. (University of Southampton Discussion Paper Series: Centre for Operational Research, Management Sciences and Information Systems,(CORMSIS-07-07))
 

Research Interests

My research interests span areas such as knowledge engineering and business intelligence, where I have investigated the use of decision tables and (binary) decision diagram (BDD) techniques in a variety of problem contexts such as the verification and validation of knowledge-based systems, business rule modelling, and knowledge discovery and data mining. In addition, I have developed a strong interest in applying novel data mining techniques to problems in credit risk modelling and credit scoring, customer relationship modelling, and the empirical software engineering domain. Much of my current research focuses on new credit risk modelling challenges related to Basel II such as Loss Given Default (LGD) estimation in retail lending.

Primary research group:  CORMSIS: Centre for Operational Research, Management Science and Information Systems

Affiliate research group:  Centre for Risk Research

Research project

The LANCS Initiative in Foundational Operational Research (S&I bid) - Management

Developing world-leading work in the field of Operational Research (OR).

Dr Christophe Mues
Southampton Management School
University of Southampton
Southampton
SO17 1BJ, UK.

Phone +44 (0)23 8059 2561
Fax +44 (0)23 8059 3844
E-mail C.Mues@soton.ac.uk

Room Number: 2/3009