Prof. Dr. Branka Hadji Misheva

Professor in Applied Data Science & Finance

Scientific Grant Holder - COST Action: ”COST Action - FinTech and Artificial Intelligence in Finance: Towards a transparent financial industry”

Research & innovation projects in ML-based scoring models

Research & innovation projects in eXplainable AI for finance

Teaching data visualisation, digital finance, AI and ML for finance

SBD2: Data-Driven Visualization and Decision Making

DIFA: Digital Finance - Applications and Technologies

EDFB: Digital Finance & Banking

Machine learning (ML)-based scoring models for P2P systems

eXplainable AI for finance

The application of network theory in fintech risk management

Bias in ML models for credit risk management

Hadji Misheva, Branka; Jaggi, David; Posth, Jan-Alexander; Gramespacher, Thomas; Osterrieder, Joerg (2021). Audience-Dependent Explanations for AI-Based Risk Management Tools: A Survey Frontiers in Artificial Intelligence, 4, pp. 1-9. Frontiers Research Foundation 10.3389/frai.2021.794996 <http://dx.doi.org/10.3389/frai.2021.794996>

Lyócsa, Štefan; Vašaničová, Petra; Hadji Misheva, Branka; Vateha, Marko Dávid (2022). Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets Financial Innovation, 8(1), pp. 1-21. Springer 10.1186/s40854-022-00338-5 <http://dx.doi.org/10.1186/s40854-022-00338-5>

Hadji Misheva, Branka; Jaggi, David; Posth, Jan-Alexander; Gramespacher, Thomas; Osterrieder, Joerg (2021). Audience-Dependent Explanations for AI-Based Risk Management Tools: A Survey Frontiers in Artificial Intelligence, 4, pp. 1-9. Frontiers Research Foundation 10.3389/frai.2021.794996 <http://dx.doi.org/10.3389/frai.2021.794996>

Hadji Misheva, Branka; Hirsa, Ali; Osterrieder, Joerg; Kulkarni, Onkar; Fung Lin, Stephen (2021). Explainable AI in Credit Risk Management Elsevier 10.2139/ssrn.3795322 <http://dx.doi.org/10.2139/ssrn.3795322>

Hirsa, Ali; Osterrieder, Jörg Robert; Misheva, Branka Hadji; Cao, Wenxin; Fu, Yiwen; Sun, Hanze; Wong, Kin Wai (2021). The VIX index under scrutiny of machine learning techniques and neural networks Cornell University 10.48550/arXiv.2102.02119 <http://dx.doi.org/10.48550/arXiv.2102.02119>

Posth, Jan-Alexander; Kotlarz, Piotr; Hadji Misheva, Branka; Osterrieder, Joerg; Schwendner, Peter (2021). The Applicability of Self-Play Algorithms to Trading and Forecasting Financial Markets Frontiers in Artificial Intelligence, 4, pp. 1-6. Frontiers Research Foundation 10.3389/frai.2021.668465 <http://dx.doi.org/10.3389/frai.2021.668465>

Chen, Ying; Giudici, Paolo; Hadji Misheva, Branka; Trimborn, Simon (2020). Lead Behaviour in Bitcoin Markets Risks, 8(1), p. 4. MDPI 10.3390/risks8010004 <http://dx.doi.org/10.3390/risks8010004>

Giudici, Paolo; Hadji Misheva, Branka; Spelta, Alessandro (2020). Network based credit risk models Quality Engineering, 32(2), pp. 199-211. Taylor & Francis 10.1080/08982112.2019.1655159 <http://dx.doi.org/10.1080/08982112.2019.1655159>

Ahelegbey, Daniel Felix; Giudici, Paolo; Hadji Misheva, Branka (2019). Latent factor models for credit scoring in P2P systems Physica A: Statistical Mechanics and its Applications, 522, pp. 112-121. Elsevier 10.1016/j.physa.2019.01.130 <http://dx.doi.org/10.1016/j.physa.2019.01.130>

Ahelegbey, Daniel Felix; Giudici, Paolo; Hadji Misheva, Branka (2019). Factorial Network Models to Improve P2P Credit Risk Management Frontiers in Artificial Intelligence, 2, pp. 1-9. Frontiers Research Foundation 10.3389/frai.2019.00008 <http://dx.doi.org/10.3389/frai.2019.00008>

Giudici, Paolo; Hadji Misheva, Branka; Spelta, Alessandro (2019). Network Based Scoring Models to Improve Credit Risk Management in Peer to Peer Lending Platforms Frontiers in Artificial Intelligence, 2, pp. 1-8. Frontiers Research Foundation 10.3389/frai.2019.00003 <http://dx.doi.org/10.3389/frai.2019.00003>

MC member and Scientific Grant Holder of the COST FinAI Action

Data Innovation Alliance - Academic lead of the expert group "AI in Finance and Insurance"

Researcher at the Statistical Lab of University of Pavia Italy