Canada Research Chair In Banking And Insurance Analytics

加拿大银行和保险分析研究主席

• 批准号: CRC-2018-00082
• 负责人: BravoRoman, Cristian
• 金额: $ 8.74万
• 依托单位: University of Western Ontario
• 依托单位国家: 加拿大
• 项目类别: Canada Research Chairs
• 财政年份: 2021
• 资助国家: 加拿大
• 起止时间: 2021-01-01 至 2022-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=730344
• 关键词: Canada; Research; Chair; Banking; Insurance

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.

中小型企业 (SME) 风险管理的一个关键问题是其评估流程繁琐、低效且容易出现偏差。该项目旨在基于多模态数据（图像、文本和传统结构化数据）设计公平透明的中小企业违约概率模型。这些模型将满足有关不公平歧视法规和模型可解释性的法律要求。它将通过探索反事实公平性（即具有已知不公平影响变量的公平模型）来实现这一目标，并通过创建传播方法来重点研究模型如何学习它们所学到的内容并将这些效果可视化。