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Discovering novel approaches to robust machine learning and visualization for banking applications
The overall objective of this project is to develop approaches to improve rating robustness that are distributionally robust. We will develop techniques to utilize ensemble learning machine learning models with categorical monotonic constraints. Lastly, we will develop novel data visualization tools for business intelligence tasks that will help decision makers at Scotia Bank.
Faculty Supervisor:
Apurva Narayan;Joan Hu;John Braun;Fatemeh Hendijani Fard;Mohammad Khalad Hasan;Apurva Narayan
Student:
Partner:
Scotiabank
Discipline:
Mathematics
Sector:
Finance and Insurance
University:
Simon Fraser University; The University of British Columbia - Okanagan
Program:
Accelerate
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