August 30 to 01 2016, Santa Clara, USA.


Speaker "Alfonso Salafranca" Details

Name :
alfonso salafranca
Company :
Title :
Data Scientist
Topic :

Bayesian approach to model credit risk

Abstract :

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

Profile :
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

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