The Fairness of Credit Scoring Models

The Fairness of Credit Scoring Models

Tuesday May 20, 2021 – 12:15-13:45pm – online The Fairness of Credit Scoring Models Pr. Chrisoph Hurlin, University of Orléans Abstract: In credit markets, screening algorithms discriminate between good-type and bad-type borrowers. This is their raison d’être....
Dirichlet policies for reinforced factor portfolio

Dirichlet policies for reinforced factor portfolio

Tuesday November 5, 2020 – 12:15-13:45pm – online Dirichlet policies for reinforced factor portfolio Dr. Guillaume Coqueret and Dr. Eric André, emlyon business school  Abstract: This article aims at combining factor investing and reinforcement learning (RL). To this...