On 26th August 2021 I presented “Building interpretable and more accurate credit risk scorecards with Machine Learning” at the Credit Scoring and Credit Control Conference XVII organised by The University of Edinburgh. This conference is the Europe’s premier conference for credit scoring and related topics. For the past 30 years, it has welcomed hundreds of delegates biennially with 2019 being the most successful ever with over 400 attendees from over 40 countries.
In my talk I covered:
- Why use Machine Learning in credit risk scorecards?
- Building more accurate credit risk scorecards with Machine Learning
- Building interpretable models with Machine Learning
- Recent 4most application of Machine Learning in credit risk models
Below you can find the material presented
This presentation is part of the 4most research and development of credit risk scorecards practice. For more details about 4most and the Credit Scoring and Credit Control Conference XVII follow the links below