Publications

Błażej Kochański, Saul Fine (2025). Estimating the impact of combined correlated credit scorecards. Journal of Credit Risk 22(1), 2026, pages 75–91.

DOI

Błażej Kochański (2024). The shape of an ROC curve in the evaluation of credit scoring models. https://sit.stat.gov.pl/Article/949.

PDF DOI

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.

PDF 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.