Application of statistical models and machine learning to consumer credit risk, with particular interest in model risk, dynamic survival models and expected loss estimation.

Optimization with non-parametric learning algorithms.

Reliable prediction through conformal predictors.

Dr. Anthony Bellotti is Associate Professor in the Department of Computer Science at University of Nottingham Ningbo, China. He received his PhD in machine learning from Royal Holloway, University of London in 2006 and was a Research Fellow in the Credit Research Centre at the University of Edinburgh from 2007 to 2010. He was senior lecturer at Imperial College London until 2019 where he taught quantitative methods in retail finance. His main research area is machine learning, with particular interest in credit risk models, dynamic survival models and reliable machine learning. He has published extensively on these topics in international refereed journals with 18 published papers over 10 years.

Anthony Bellotti博士，中国宁波诺丁汉大学计算机科学系副教授。英国伦敦大学皇家霍洛威学院计算机科学博士 (2006) 。2007-2010年，Bellotti博士于英国爱丁堡大学信用风险研究中心任博士后研究员，从事信用风险模型研究工作。2010-2019年，Bellotti博士于英国伦敦帝国理工学院担任高级讲师/副教授。他的主要研究领域包括机器学习与信用风险模型，同时他特别关注模型风险，动态生存分析模型和预期损失估计模型等前沿研究领域。在职期间他向本科生及研究生教授“消费信用模型及其量化方法”课程。在10年中，他在高质量国际性学术期刊上发表了18篇论文。

Expertise Summary

Machine learning, statistical inference, credit risk modelling, conformal predictors.

COMP1046: Mathematics for Computer Scientists (Autumn Semester)

COMP1039: Programming Paradigms (Spring Semester)

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