Southampton Management School

Publications

Recent publications from 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)
Bijak, Katarzyna and Thomas, Lyn C. (2012) Does segmentation always improve model performance in credit scoring? Expert Systems with Applications, 39, (3), 2433-2442. (doi:10.1016/j.eswa.2011.08.093)
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)
Alsayed, Hamad and McGroarty, Frank (2012) Optimal portfolio selection in nonlinear arbitrage spreads. European Journal of Finance(doi:10.2139/ssrn.1617662) (In Press)
Erdogan, Gunes, Tansel, Barbaros and Akgun, Ibrahim (2012) Modelling and solving an m-location, n-courier, priority-based planning problem on a network. Journal of the Operational Research Society, 63, (1), 2-15. (doi:10.1057/jors.2011.8)
Huber, Franz (2012) Do clusters really matter for innovation practices in Information Technology? Questioning the significance of technological knowledge spillovers. Journal of Economic Geography, 12, (1), 107-126. (doi:10.1093/jeg/lbq058)
Downing, Mathew and Chipulu, M. (2012) Advanced inventory planning and forecasting solutions: a case study of the UKTLCS Chinook maintenance programme. Production Planning & Control (In Press)
Malik, Madhur and Thomas, Lyn C. (2012) Transition matrix models of consumer credit ratings. International Journal of Forecasting, 28, (1), 261-272. (doi:10.1016/j.ijforecast.2011.01.007)
Zhang, Jie and Thomas, Lyn C. (2012) Comparison of linear regression and survival analysis using single and mixture distribution approaches in modelling LGD. International Journal of Forecasting, 28, (1), 204-215. (doi:10.1016/j.ijforecast.2010.06.002)
Thomas, L.C., Matuszyk, A. and Moore, A. (2012) Comparing debt characteristics and LGD models for different collections policies. International Journal of Forecasting, 28, (1), 196-203. (doi:10.1016/j.ijforecast.2010.11.004)
Jasimuddin, S., Connell, N.A.D. and Klein, J.H. (2012) Knowledge transfer frameworks: an extension incorporating knowledge repositories and knowledge administration. Information Systems Journal(doi:10.1111/j.1365-2575.2011.00382.x) (In Press)
Mahadeo, Jyoti Devi, Soobaroyen, Teerooven and Oogarah-Hanuman, Vanisha (2012) Board composition and financial performance: uncovering the effects of diversity in an emerging economy. Journal of Business Ethics, 105, (3), 375-388. (doi:10.1007/s10551-011-0973-z)
Tan, Hui-Boon, Cheah, Eng-Tuck, Johnson, Johnnie E.V., Sung, M. and Chuah, Chong-Hin (2012) Stock market capitalization and financial integration in the Asia Pacific region. Applied Economics, 44, (15), 1951-1961. (doi:10.1080/00036846.2011.556593)
Leow, M. and Mues, C. (2012) Predicting loss given default (LGD) for residential mortgage loans: a two-stage model and empirical evidence for UK bank data. International Journal of Forecasting(doi:10.1016/j.ijforecast.2011.01.010) (In Press)
Brailsford, S.C., Bolt, T. and Bucci, G. et al. (2012) Overcoming the barriers: a qualitative study of simulation adoption in Primary Care Trusts in the NHS. Journal of the Operational Research Society (In Press)
Ojiako, Udechukwu, Marshall, Alasdair, Luke, Michelle and Chipulu, Max (2012) Managing competition risk: a critical realist philosophical exploration. Competition and Change (In Press)
Bektas, T. (2012) Formulations and Benders decomposition algorithms for multidepot salesmen problems with load balancing. European Journal of Operational Research, 216, 83-93. (doi:10.1016/j.ejor.2011.07.020)
Sung, M. and Lessmann, Stefan (2012) Save the best for last? The treatment of dominant predictors in financial forecasting. Expert Systems with Applications (In Press)

Book Section

Marshall, A. and Guidi, M. (2012) The idea of a sociology of risk and uncertainty: insight from Pareto. In, Femia, Joseph V. and Marshall, Alasdair J. (eds.) Vilfredo Pareto: Beyond Disciplinary Boundaries. Farnham, GB, Ashgate Publishing, 85-111.

Monograph

Bennell, Julia A., Han, W., Zhao, X. and Song, X. (2012) Construction heuristics for two-dimensional irregular shape bin packing with guillotine constraints. Southampton, GB, University of Southampton (Submitted)