Risk prediction in credit operations

Published on Jan 02, 2015 | By | Permalink

Using the AMIDST Toolbox, we developed a model to do risk prediction in credit operations. Data was collected continuously and reported on a monthly basis, this gives rise to a streaming data classification problem. This work has been performed in collaboration with one of our partners, the Spanish bank BCC.

Masegosa, A. R., Martínez, A. M., Ramos-López, D., Langseth, H., Nielsen, T. D., & Salmerón, A. (2020). Analyzing concept drift: A case study in the financial sector. Intelligent Data Analysis, 24(3), 665-688.