Speaker "Alfonso Salafranca" Details Back



Bayesian approach to model credit risk


Credit risk is an especially tough modelling problem due to biased data and big time lags between training and model performance data. In this context a Bayesian approach seems particularly fit. We describe an implementation and compare results from a classical modelling approach and the Bayesian approach for a big ( >1 MM ) client data base for several years


Bio Data Name: Alfonso Salafranca Laforga Born: 20/07/1977 Gender: Male Address: C/ Mezquite 10, Madrid 28045 Spain Tlf: +34 652 685 246. email: 15 year experience in data analysis including: Chief Data Scientist at Havas media Professor at Data Science and Big Data AFI Master Chief Data Scientist at Ymedia Risk innovation leader at BBVA Education: BS in Mathematics Master's degree in Harmonic Analysis