Grant: Canada Research Chairs
The University of Western Ontario
$120,000.00
Canada Research Chair in Banking and Insurance Analytics
FY 2023-24
Summary
One key issue in risk management for Small and Medium Businesses (SME) is their evaluation processes, which are cumbersome, inefficient, and bias-prone. This program aims to design fair and transparent models for the probability of default of SME based on multimodal data (images, text, and traditional structured data). These models will satisfy legal requirements regarding unfair discrimination regulations and model explainability. It will do so by exploring counterfactual fairness, i.e. fair models with a known unfair impact variable, and also by creating propagation methods that focus on studying how the models learn what they learn and visualizing these effects.
Program
Canada Research Chairs
Recipient
Location
Ontario, Canada
Recipient Type
Academia
Type
Grant
Source
NSERC's Awards Data
As published
Application id
CRC-2018-00082
Name nom
Bravo Roman, Cristian
Department département
Department of Statistical and Actuarial Sciences - Western University (The University of Western Ontario)
Organization id
36
Institution établissement
The University of Western Ontario
Province en
Ontario
Province fr
Ontario
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2023
Competition year année de concours
2018
Award amount
120000
Program id
CRC
Program name en
Canada Research Chairs
Program name fr
Chaires de recherche du Canada
Group en
DISCOVERY RESEARCH
Group fr
RECHERCHE AXÉE SUR LA DÉCOUVERTE
Committee code
9998
Committee name en
Canada Research Chair Selection Committee
Committee name fr
Comité de sélection des Chaires de recherche du Canada
Area of application code
9999
Area of application group en
Not available
Area of application group fr
Non disponible
Area of application en
Not available
Area of application fr
Non disponible
Research subject code
10000
Research subject group en
The field of research available
Research subject group fr
The field of research available
Research subject en
Le domaine de recherche disponible
Research subject fr
Le domaine de recherche disponible
Field of research list codes
RDF10201;RDF50205
Field of research list names en
Artificial intelligence (AI);Management and trade
Field of research list names fr
Intelligence artificielle (IA);Gestion et commerce
Application title
Canada Research Chair in Banking and Insurance Analytics
Keyword
credit risk analytics
banking analytics
deep learning
microcredit
microfinance
Application summary
One key issue in risk management for Small and Medium Businesses (SME) is their evaluation processes, which are cumbersome, inefficient, and bias-prone. This program aims to design fair and transparent models for the probability of default of SME based on multimodal data (images, text, and traditional structured data). These models will satisfy legal requirements regarding unfair discrimination regulations and model explainability. It will do so by exploring counterfactual fairness, i.e. fair models with a known unfair impact variable, and also by creating propagation methods that focus on studying how the models learn what they learn and visualizing these effects.
