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The University of Southampton
Southampton Business School
Phone:
(023) 8059 2561
Email:
C.Mues@soton.ac.uk

Professor Christophe Mues 

Professor of Data Science and Information Systems

Professor Christophe Mues's photo

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 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.

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

Room Number: 2/3009

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