August 30 to 01 2016, Santa Clara, USA.
Speaker "Alfonso Salafranca" Details
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
Name: Alfonso Salafranca Laforga
Address: C/ Mezquite 10, Madrid 28045 Spain
Tlf: +34 652 685 246.
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
BS in Mathematics
Master's degree in Harmonic Analysis
Get latest updates of 4th Annual Global Big Data Conference
sent to your inbox.
Weekly insight from industry insiders.
Plus exclusive content and offers.