START HERE
Start here
The heart of this blog is the “Foundations of Finance Data Science” series. Like a book, it reads best in order, from Part 0.
Reading order
- 0 7 ways finance data science differs from ordinary ML Published
- 1 The card business and credit risk: where underwriting models begin Published
- 2 Statistics first: how to read credit data Published
- 3 Where deep learning doesn’t win: machine learning for scoring Published
- 4 Building a credit model: scorecards and trees Published
- 5 Ranking isn’t enough: three axes for evaluating a credit model Published
- 6 Causal inference and experiments Upcoming
- 7 Model validation, governance, and monitoring Upcoming
- 8 Interpretability, fairness, and regulation Upcoming
- 9 Data engineering and tooling Upcoming
- 10 Connecting to the business, and communication Upcoming
※ The order and titles are provisional, and I refine them as the series goes.