Christian Schitton
Copulas - a Gateway to Risk Aggregation and Predictive Analytics
In this article, we have a look into the Copulas, a great statistical modelling tool to setup, model and simulate investment portfolios
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Christian Schitton
- Nov 17, 2021
- 5 min
Efficient Digital Transformation - Particle Swarm Optimiser
Digital transformation is most efficient when the leadership finds a right combination of technical tools and industry specifics. Swarm...
Christian Schitton
- Apr 22, 2021
- 8 min
Introducing data driven financial risk management - what can we learn from baseball?
Talking about statistical modelling and data driven risk management in 2021 is much less unusual than it was in the early years of 2000...
Christian Schitton
- Mar 17, 2021
- 4 min
Strategic Longterm-Income Investments in Real Estate using Monte Carlo simulations
Intro In this article I would like to focus on the practice many commercial real estate companies are choosing, especially in turbulent...
Christian Schitton
- Nov 11, 2020
- 8 min
Irrational behaviour from Behavioural economics angle
Intro In one of the last articles we analysed the appropriateness of subjective decision making in complex market environments. Now, we...
Christian Schitton
- Apr 4, 2020
- 8 min
Quantifying Risk in Turbulent Times
These are turbulent times. After 2008, again we are on the brink of a heavy economic crisis. Needless to say that management boards together
Christian Schitton
- Feb 24, 2020
- 9 min
New Generation in Credit Scoring: Machine Learning (Part 4)
Intro Here we are again. This is a miniseries focusing on the possibilities of machine learningtools in the credit scoring of financial...
Christian Schitton
- Jan 7, 2020
- 8 min
New Generation in Credit Scoring: Machine Learning (Part 3)
Intro This is a mini series about machine learning tools and their application on credit scoring problems. This is Part 3. Part 1 can be...
Christian Schitton
- Dec 17, 2019
- 5 min
New Generation in Credit Scoring: Machine Learning (Part 2)
Intro Welcome back to this short series of credit scoring modelling! In Part 1 of this series (which you can find here) a credit card...
Christian Schitton
- Dec 8, 2019
- 5 min
New Generation in Credit Scoring: Machine Learning (Part 1)
Intro In this article we look at possibilities to move from risk class-based credit scoring systems to default-based scoring systems. The...
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