Technical Literature

Articles of our authorship, co-authorship and links of interest.

Take a look on page 71, for lots of hints on LGD modeling.

Benchmarking Basel II credit risk parameters (page 26).

Making IFRS9 and Basel Requirements Compatible (page 07).

Validating Internal Risk Models in a Basel II context – see how to do it on page 33.

Challenges in calculating counterparty credit risk – solutions on page 53.

Guidelines for calculating PD, LGD and EAD parameters (on page 54).

Advanced machine learning, based on ANNs supervised by a genetic algorithm, combined with state-of-the-art authentication and signing systems, provide the best-in-class solution for fraud prevention and detection.

Clustering performed by Neural Networks has been successfully used in directing strategies for credit collection and delinquency prevention. It also fits perfectly customer targeting in marketing campaigns.

Neural Networks supervised by genetic algorithms perform better than any other machine learning algorithm for credit scoring and rating, according to area metrics under the ROC curve.

Neural Networks, Genetic Algorithms and Bayesian decision combined to deliver better and more cost-effective health care.

Combining two differently optimized ANN algorithms to predict student dropout and reduce it by clustering cases around retention strategies.

Speeding up and enhancing the training/optimization of artificial neural networks by combining particle swarm optimization and genetic algorithms.

Combining particle swarm optimization and genetic algorithms in supervising the training of artificial neural networks.

Methodology for creating prediction models based on artificial neural networks or conventional regression (linear, polynomial, etc.) with built in, intended bias.

Creating predictive models with calibrated trends.

Achieving Meaningful Predictive and Qualifying Personal Characteristics - the bright side of the Cambridge Analytica case.

Full-blown training in Artificial Neural Networks supervised by Genetic Algorithms, a must for everyone in financial Industry (Fintechs included), but also for data scientists, health care professionals (medical applications illustrated). Initially available in Portuguese only. English version coming soon.

A champion solution in applying AI to trading financial assets (stocks, commodities, FOREX).

The best AI tool for modeling and predicting the behavior of macro and microeconomic indices, from oil and energy, stocks and Forex.