Unformatted text preview: observed increase in the performance metrics, we find that the inclusion of the text results in better-calibrated predicted probability outputs, which in practice leads to more robust and interpretable results for credit lenders. Hosted by Adam Metzler MS2Discovery Institute wlu.ca/MS2discovery Hosted at Nov 15, 2019 at 3pm Schlegel Building SB203 @MS2DiscoveryIns [email protected] Dr. Cristián Bravo is Associate Professor and Canada Research Chair in Banking and Insurance Analytics at Western University, Canada. Previously he served as Associate Professor of Business Analytics at Department of Decision Analytics and Risk, University of Southampton, Research Fellow at KU Leuven, Belgium; and as Research Director at the Finance Centre, Universidad de Chile. His research focuses on the development and application of data science methodologies in the context of credit risk analytics, in areas such as deep learning and text analytics....
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- Fall '08