GFMI, a marcus evans company, organizes a conference "Machine Learning and Artificial Intelligence for Quantitative Analytics" on 25th-27th February 2019 in Singapore.
Our CEO Dr. Miao Weimin is invited by the conference organizer to give a half day course to many financial practitioners , from banks to trusts. The topic is"Machine Learning Meets Econometrics in Corporate Default Prediction.". It includes
Review of methodologies and approaches in corporate default prediction - from classification to duration analysis
Integration of machine learning and econometrics: What values does it bring?
Model effectiveness: Some imperceptible but critical issues caused by common machine learning techniques
How to handle two main challenges facing corporate default prediction - credit dynamics and data scarcity
Beyond default prediction: A glance of new analytical techniques powered by machine learning in credit analysis