Publications

Błażej Kochański (2022). Which Curve Fits Best. Fitting ROC Curve Models to Empirical Credit-Scoring Data. Risks N°10(10).

DOI

Błażej Kochański (2022). A Simulation Model for Risk and Pricing Competition in the Retail Lending Market. FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, 71, 96-118.

DOI

Błażej Kochański (2021). Bifractal receiver operating characteristic curves. Journal of Risk Model Validation N°15, pages 1 - 18, ISSN: 1753-9579.

DOI

Błażej Kochański (2018). How to model ROC curves - a credit scoring perspective. How to model ROC curves - a credit scoring perspective, 2018.

Błażej Kochański (2017). 20+ years of Polish residential real estate prices – a house price index proxy. Zarządzanie i Finanse = Journal of Management and Finance -Vol. 15, nr 3 (2017), s.51-62.

Błażej Kochański (2013). Maturity Mismatch in the Polish Banking System and its Impact on the Economy. The 7th International Days of Statistics and Economics, Conference Proceedings, 2013, Libuše Macáková, MELANDRIUM.