Researcher profile · Semantic Scholar

Roger M. Stein

h-index: 18
Works: 70
Citations: 1,927

Most-cited papers

Inferring the default rate in a population by comparing two incomplete default databases
Douglas W. Dwyer, Roger M. Stein
2006253 citations
Semantic Scholar
Benchmarking Quantitative Default Risk Models: A Validation Methodology
J. Soběhart, S. Keenan, Roger M. Stein
2000222 citations
Semantic Scholar
The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing
Roger M. Stein
2005191 citations
Semantic Scholar
Intelligent Decision Support Methods: The Science of Knowledge Work
V. Dhar, Roger M. Stein
1996151 citations
Semantic Scholar
Benchmarking default prediction models: pitfalls and remedies in model validation
Roger M. Stein
2007141 citations Open access
Semantic Scholar
Commercializing biomedical research through securitization techniques
Jose-Maria Fernandez, Roger M. Stein, Andrew W. Lo
2012Nature Biotechnology115 citations Open access
Semantic Scholar
FinTech platforms and strategy
V. Dhar, Roger M. Stein
2017Communications of the ACM112 citations Open access
Semantic Scholar
Financing drug discovery for orphan diseases.
D. Fagnan, Austin A. Gromatzky, Roger M. Stein, Jose-Maria Fernandez +1 more
2014Drug Discovery Today68 citations Open access
Semantic Scholar
LossCalc TM : Moody's Model for Predicting Loss Given Default (LGD)
André Salaam, D. Břeň, Greg M. Gupton, Roger M. Stein
200265 citations
Semantic Scholar
Can Financial Engineering Cure Cancer
D. Fagnan, Jose-Maria Fernandez, Andrew W. Lo, Roger M. Stein
201362 citations Open access
Semantic Scholar
LOSSCALC V2: DYNAMIC PREDICTION OF LGD
Greg M. Gupton, Roger M. Stein
200559 citations
Semantic Scholar
What Did the Credit Market Expect of Argentina Default ? Evidence from Default Swap Data
F. X. Zhang, Allen Zhang, Hao-Wen Zhou, Mike Gibson +7 more
200359 citations
Semantic Scholar
Active Credit Portfolio Management in Practice
J. Bohn, Roger M. Stein
200952 citations
Semantic Scholar
The identification and satisfaction of consumer analysis‐driven information needs of marketers on the WWW
S. Sen, B. Padmanabhan, A. Tuzhilin, Norman H. White +1 more
199852 citations
Semantic Scholar
LOSSCALC TM : MODEL FOR PREDICTING LOSS GIVEN DEFAULT (LGD)
Greg M. Gupton, Roger M. Stein, Contacts
200238 citations
Semantic Scholar
EVIDENCE ON THE INCOMPLETENESS OF MERTON-TYPE STRUCTURAL MODELS FOR DEFAULT PREDICTION
Roger M. Stein
200533 citations
Semantic Scholar
Validation methodologies for default risk models
J. Soběhart, S. Keenan, Roger M. Stein
30 citations
Semantic Scholar
Assessing a knowledge-based approach to commercial loan underwriting
Roger Kumra, Roger M. Stein, Ian Assersohn
2006Expert systems with applications26 citations
Semantic Scholar
Moody's RiskCalc™ Model For Privately-Held U.S. Banks
A. Kocagil, André Salaam, Alexander Reyngold, Roger M. Stein +1 more
200218 citations
Semantic Scholar
The Role of Stress Testing in Credit Risk Management
Roger M. Stein
201317 citations
Semantic Scholar
The Half-life of Facts: Why Everything We Know Has an Expiration Date
Roger M. Stein
201414 citations Open access
Semantic Scholar
LOSSCALCTM : MODEL FOR PREDICTING LOSS GIVEN DEFAULT ( LGD ) MODELING
Greg M. Gupton, Roger M. Stein
200314 citations
Semantic Scholar
Funding Long Shots
J. Hull, Andrew W. Lo, Roger M. Stein
201613 citations
Semantic Scholar
Active Credit Portfolio Management in Practice: Bohn/Active
J. Bohn, Roger M. Stein
200912 citations
Semantic Scholar
TRC Networks and Systemic Risk
Andrew W. Lo, Roger M. Stein
2016The Journal of Alternative Investments9 citations
Semantic Scholar
Aggregate and Firm-Level Measures of Systemic Risk from a Structural Model of Default
Alexander Reyngold, Ksenia Shnyra, Roger M. Stein
2015The Journal of Alternative Investments9 citations Open access
Semantic Scholar
FINANCIAL EDF MEASURES A new model of dual business lines MODELING
J. Bohn, J. Herrity, A. Kocagil, H. Mikkelsen +4 more
20048 citations
Semantic Scholar
Handbook on Systemic Risk: Aligning Models and Data for Systemic Risk Analysis
Roger M. Stein
20137 citations
Semantic Scholar
ARE THE PROBABILITIES RIGHT ?
Roger M. Stein
20037 citations
Semantic Scholar
Real Decision Support for Health Insurance Policy Selection
Roger M. Stein
2016Big Data6 citations
Semantic Scholar
A Simple Hedge for Longevity Risk and Reimbursement Risk Using Research-Backed Obligations
Roger M. Stein
20166 citations
Semantic Scholar
ARE THE PROBABILITIES RIGHT? DEPENDENT DEFAULTS AND THE NUMBER OF OBSERVATIONS REQUIRED TO TEST FOR DEFAULT RATE ACCURACY
Roger M. Stein
20066 citations
Semantic Scholar
Differences in Tranching Methods: Some Results and Implications
Ashish Das, Roger M. Stein
20135 citations
Semantic Scholar
Moody ’ s RiskCalc TM Model for Privately-Held U
U. Banks, A. Kocagil, Alexander Reyngold, Roger M. Stein +1 more
20115 citations
Semantic Scholar
2 Aligning Models and Data for Systemic Risk Analysis
Roger M. Stein
20124 citations
Semantic Scholar
Red-Blooded Risk: The Secret History of Wall Street, by Aaron Brown
Roger M. Stein
20124 citations Open access
Semantic Scholar
MOODY'S MORTGAGE METRICS PRIME: A QUASI-STRUCTURAL MODEL OF PRIME MORTGAGE PORTFOLIO LOSSES
Roger M. Stein, Ashish Das, Yufeng Ding, S. Chinchalkar
20104 citations
Semantic Scholar
Underwriting versus economy: a new approach to decomposing mortgage losses
Ashish Das, Roger M. Stein
20094 citations
Semantic Scholar
Analysis of Web Site Usage Data: How Much Can We Learn About the Consumer from Web Logfiles?
Balaji Padrnanabhan, S. Sen, A. Tuzhilin, Norman H. White +1 more
19964 citations
Semantic Scholar
Comparing loan-level and pool-level mortgage portfolio analysis
S. Chinchalkar, Roger M. Stein
20103 citations
Semantic Scholar
MOODY ’ S KMV RISKCALC TM v 3 . 1 MODEL NEXT-GENERATION TECHNOLOGY FOR PREDICTING PRIVATE FIRM CREDIT RISK OVERVIEW
Douglas W. Dwyer, A. Kocagil, Roger M. Stein
20043 citations
Semantic Scholar
Systematic And Idiosyncratic Risk In Middle-Market Default Prediction : A Study Of The Performance Of The RiskCalc TM And PFM TM Models Power Curves For North American Private Firms
Roger M. Stein, A. Kocagil, J. Bohn, Jalal D. Akhavein
20033 citations
Semantic Scholar
Data mining the future: genetic discovery of good trading rules in agent-based financial market simulations
Roger M. Stein, R. N. Bernard
1998IEEE Conference on Computational Intelligence for Financial Engineering & Economics3 citations
Semantic Scholar
Systemic Risk and Alternative Investments: A Summary of Selections from the State of the Art
Mila Getmansky Sherman, Roger M. Stein
2016The Journal of Alternative Investments2 citations
Semantic Scholar
Can Financial Engineering Cure Cancer?: A New Approach to Funding Large-Scale Biomedical Innovation
D. Fagnan, Jose-Maria Fernandez, Andrew W. Lo, Roger M. Stein
2013Social Science Research Network2 citations Open access
Semantic Scholar
Reduced‐Form Models
J. Bohn, Roger M. Stein
20112 citations
Semantic Scholar
Interpreting global variations in the toll of COVID-19: The case for context and nuance in hypothesis generation and testing
Roger M. Stein, D. L. Katz
2022Frontiers in Public Health1 citations Open access
Semantic Scholar
A novel approach to reducing disparities in health outcomes by enhancing interpretation of cancer clinical trials for underrepresented patient groups.
S. Khozin, Roger M. Stein
2022Biochimica et biophysica acta. Reviews on cancer1 citations
Semantic Scholar
Approaches to Improving Bank Share Value Using Credit Portfolio Management and Credit - Transfer Pricing
J. Bohn, Roger M. Stein
20131 citations
Semantic Scholar
THE MOODY’S KMV
Edftm Riskcalctm, Douglas W. Dwyer, A. Kocagil, Roger M. Stein
20041 citations
Semantic Scholar

×4

D. Fagnan×3

Ashish Das×3

S. Keenan×2

V. Dhar×2