Data By the Bay has ended
Data By the Bay is the first Data Grid conference matrix with 6 vertical application areas  spanned by multiple horizontal data pipelines, platforms, and algorithms.  We are unifying data science and data engineering, showing what really works to run businesses at scale.
Wednesday, May 18 • 1:40pm - 2:00pm
Making Predictions Under Lending Regulations

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One particular difficulty when working in lending is being subject to a variety of different regulatory requirements. This has many implications when working with data - the requirements often affect the types of models you can build or restrict which predictors you can include when modelling. In this talk we present how the Fair Credit Reporting Act (FCRA) impacted our loan application accept / reject modelling. In particular, the FCRA requires explicit reasons for a declined application, which we satisfied through a thoughtful use of ensemble methods.

avatar for Yujay Huoh

Yujay Huoh

Data Scientist, Earnest, Inc.
Data Scientist at Earnest. Before Earnest, I worked for a private bank in San Francisco doing credit modelling and enterprise risk. Statistics Ph.D from UC Berkeley. Interested in spatial statistics, numerical programming, and all things Bayesian.

Wednesday May 18, 2016 1:40pm - 2:00pm

Attendees (11)