Machine Learning Models and "The Big Short" in finance

Are you curious about whether people in finance really draw fancy charts like Jared did in "The Big Short" to determine who is likely to default their credit loan? Or do you wonder which patterns banks use to detect money launderers?

Congratulation! This event is for you.

The event will be hosted at Rebel in the heart of Oslo city, with dedicated F&B catering sponsored by Inmeta.

Schedule:
17:00 - Checkin and mingling with pizza and refreshments
17:30 - Welcome intro
17:40 - Exabel Predictive Analytics in Investment Management
18:20 - Sparebank1 ApplicationScore
19:00 - Coffee break
19:10 - Norsk Regnesentral MLinAML
19:50 (until 20:30) - Closing speech followed by mingling with leftover pizza

Details about the presenters and presentations:

• Exabel AS

Speaker: Surbhi Miglani, Research Scientist
Presentation : Predictive Analytics in Investment Management - Use of card transactions data (collected by our partner 90 West) to predict reported revenue of publicly listed US companies. We will walk through the different stages of research to surface meaningful insights from ML models.

• Sparebank1 Kreditt

Speaker: Cathrine Kristiansen (Forretningsanalytiker)
Presentation : ApplicationScore — A regression model to calculate the probability of defaulting loans on credit applications. With a mindset of the model's explainibility, the Sparebank1 team dedicated a lot of time on feature engineering. Hence, this talk will walk through different methods used to explore and create features.

• Norsk Regnesentral

Speaker: Martin Jullum, Senior Research Scientist
Presentation : MLinAML — Machine Learning applied to Anti Money Laundering. Using a tree boosting model on real customer and transaction data, we attempt to automate detection of suspicious financial transaction. The method was developed within the research center BigInsight, in cooperation with DNB. Martin will also mention ongoing work applying Graph Neural Network modeling to AML.

NOTE: First 20 early-bird participants also receive a special token from our sponsor!
Looking forward to seeing you there!