Webinar #1: Deep Credit Risk – Machine Learning in Python

We are hosting WEBINAR #1 – “Deep Credit Risk – Machine Learning in Python”. Would you like to attend?

We are excited to welcome everyone to join the very first webinar in our Webinar Series hosted by the Finance and Banking Network (FBNet) – AVSE Global. The topic is “DEEP CREDIT RISK – MACHINE LEARNING IN PYTHON”, which will be presented by Professor Harald (Harry) Scheule from the University of Technology Sydney, Australia.

ABOUT THE SPEAKER:
Professor Harald (Harry) Scheule is from the University of Technology, Sydney. He specializes in Core Banking Systems, Credit and Liquidity Risk, Housing Finance, Insurance, Machine Learning, Regulation, Securitisation, and Structured Finance. Harry is a strategic partner for banks and regulators in Asia, Australia, Europe, and North America. He has had influence with financial institutions that have applied his work to improve their risk management practices. His award-winning research has been widely cited and published in leading journals. He currently serves on the editorial board of the Journal of Risk Model Validation. Harry is a dedicated educator, who consistently receives excellent student feedback, and his PhD students have produced impactful industry research. Harry’s textbooks on credit risk analytics are used around the world in data analytics courses.

WEBINAR CONTENT:
–        COVID-19
–        Data and Python
–         Non-linear relations
–         Bias and Variance
–         ML Hacking
–        Logistic Regression and Voting Classifier.

SCHEDULE
This virtual webinar will be held on Tuesday 10th August 2021 (See below for times in different time zones).
DATE AND TIME: Tuesday 10th August 2021, 16:00 – 18:00 (Sydney, Australia)
TIME ZONES:
18:00-20:00 (Auckland, New Zealand)
13:00-15:00 (Hanoi, Vietnam)
8:00-10:00 (Paris, France)
2:00-4:00 (New York, US)

Please click the link below to join the webinar:
https://lnkd.in/effVBuZv
Passcode: 017050