一、演讲主题：Credit scoring for SMEs using transactional data：a profit- and risk-driven approach

二、主讲人：寇纲，西南财经大学大数据研究院院长、工商管理学院执行院长

三、Abstract:This study proposes a credit scoring model for SMEs using transactional data–based variables. Offline and online test results both confirmed the predictive capability of transactional data–based variables. Furthermore, to align with business objectives, a two-stage multi-objective feature-selection method that optimizing the model profit and model risk is proposed for model deployment. The results showed that the proposed method greatly reduced the cardinality of the feature subset and therefore improved model comprehensibility. What’s more, the proposed method provides a trade-off between profit and risk for banks, as they can choose an appropriate feature subset based on their risk preference.

四、主讲人简介：寇纲现任西南财经大学大数据研究院院长、工商管理学院执行院长、国家杰出青年科学基金获得者、全国MBA教育指导委员会委员、Financial innovation（SSCI期刊）执行主编、International Journal of Information Technology & Decision Making（SCI期刊）执行主编、Decision Support Systems、European Journal of Operational Research等期刊编委。获得中国清华大学物理专业学士学位,美国内布拉斯加州立大学计算机专业硕士学位和美国内布拉斯加州立大学信息技术博士学位。主持多项国家社科基金重大项目、国家自科基金重点国际合作项目等基金项目。共发表SCI论文100余篇，SSCI论文70余篇。曾应邀在国际学术会议做大会报告、特邀报告10余次，多次荣获教育部自然科学一等奖，国家级教学成果二等奖等国家级奖励。

五、时间：5月13日上午9:30-10:30

六、地点：知新楼B423

七、主办单位：yl7703永利官网