What is Model Risk?

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Destrezas que aprenderás

Model financial impact, Metalearning, A/B Testing, Benefit curve analysis

De la lección

Estimating model risk discounts

When a model is being used in the production environment for a long time, its quality can deteriorate. During this week, we will learn to calculate confidence intervals for model quality estimates and estimate potential negative financial effects.

Impartido por:

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    Alexey A. Masyutin

    Project Head and Programme Academic Supervisor

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    Elena S. Kozhina

    Executive Director of Corporate Models Validation

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    Viktor I. Skripiuk

    Head of Project and AI Valuation

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