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Phone:: (023) 8059 2561
Email:: C.Mues@soton.ac.uk

Professor Christophe Mues

Professor of Data Science and Information Systems

Professor Christophe Mues is Professor of Data Science and Information Systems, specialising in credit scoring and other applications of analytics in consumer lending.

Having joined the School in September 2004, I have taught a variety of subjects relating to information systems and business analytics. A unifying theme in my research and collaborations with industry is to identify current challenges in credit risk modelling or other related areas and develop novel solutions to tackle them, for example using machine learning techniques.

I am happy to discuss opportunities for research collaboration that fit these interests: just drop me an email to start the conversation. I am also welcoming PhD applications in these areas, provided the applicant has a strong quantitative background (e.g. statistics — regardless of the application domain! —, quantitative risk modelling, applied mathematics, or data science and machine/deep learning), coupled with a keen interest in applying those skills to business analytics problems.

Research

Responsibilities

Publications

Contact

Research interests

Much of my research involves applications of predictive and prescriptive analytics in the area of credit scoring and consumer credit risk modelling. For example, I have researched advanced statistical or machine learning methods to predict Loss Given Default (LGD), i.e. the proportion of a loan that a lender is unable to recover if the borrower defaults, credit card balance at default, time to default (using survival analysis), and loan profitability. I am a member of the organising committee for the leading conference in this area, the biennial Credit Scoring and Credit Control Conference.

Department of Decision Analytics and Risk

Research member

Affiliate research group

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

Head of the Information Systems & Business Analytics section of the Department of Decision Analytics and Risk

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Articles

Book

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

Book Chapters

Martens, D., De Backer, M., Haesen, R., Baesens, B., Mues, C., & Vanthienen, J. (2006). Ant-based approach to the knowledge fusion problem. In Ant Colony Optimization and Swarm Intelligence (pp. 84-95). (Lecture Notes in Computer Science; Vol. 4150/2006). Springer. https://doi.org/10.1007/11839088_8
Baesens, B., Setiono, R., Mues, C., Viaene, S., & Vanthienen, J. (2001). Building intelligent credit-risk evaluation systems using neural network rule extraction and decision tables. In J. Vandenbulcke, & M. Snoeck (Eds.), New Directions in Software Engineering (pp. 121-133). Leuven University Press.
Vanthienen, J., Mues, C., & Aerts, A. (2001). Integrating verification aspects into the modelling of KBS: an example using decision tables. In A. J. Baborski, R. F. Bonner, & M. L. Owoc (Eds.), Knowledge Acquisition and Distributed Learning in Resolving Managerial Issues (pp. 113-125). Mälardalen University Press.

Conferences

Working Papers

De Almeida Filho, A. T., Mues, C., & Thomas, L. C. (2009). Optimizing the collections process in consumer credit. (Discussion Papers in Centre for Operational Research, Management Science and Information Systems; No. CORMSIS-09-07). University of Southampton.
Leow, M., Mues, C., & Thomas, L. C. (2009). Predicting loss given default for residential mortgage loans: a two stage model and empirical evidence for UK bank data. (Discussion Papers in Accounting & Finance; No. CRR 09-13). University of Southampton.
Thomas, L. C., Mues, C., & Matuszyk, A. (2007). Modelling LGD for unsecured personal loans: decision tree approach. (University of Southampton Discussion Paper Series: Centre for Operational Research, Management Sciences and Information Systems; No. CORMSIS-07-07). University of Southampton.

Professor Christophe Mues
Southampton Business School, University of Southampton, Highfield, Southampton SO17 1BJ, UK

Room Number : 2/3009

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