Non-Linear Paths to Leadership: RiskSpan to Join Structured Finance Association WiS NextGen Panel
On Tuesday, November 16th RiskSpan CEO Bernadette Kogler joined fellow Women in Securitization NextGen panelists Beth O’Brien, Adama Kah, and Libby Cantrill, CFA to discuss Seizing Opportunites at Every Stage of Your Career, moderated by Structured Finance Association President Kristi Leo.
Watch here: https://structuredfinance.org/women-in-securitization/ 
Topics included:
- Why it’s essential to take risks in your career
- How to seize opportunities and take on challenges
- Leveraging an entrepreneurial spirit when exploring possibilities that don’t align with a preset career path – and taking that leap
Data & Machine Learning Workshop Series
RiskSpan’s Edge Platform is supported by a dynamic team of professionals who live and breathe mortgage and structured finance data. They know firsthand the challenges this type of data presents and are always experimenting with new approaches for extracting maximum value from it.
In this series of complimentary workshops our team applies machine learning and other innovative techniques to data that asset managers, broker-dealers and mortgage bankers care about.
Check out our recorded workshops
Measuring and Visualizing Feature Impact & Machine Learning Model Materiality
RiskSpan CIO Suhrud Dagli demonstrates in greater detail how machine learning can be used in input data validations, to measure feature impact, and to visualize how multiple features interact with each other.
Structured Data Extraction from Images Using Google Document AI
RiskSpan Director Steven Sun shares a procedural approach to tackling the difficulties of efficiently extracting structured data from images, scanned documents, and handwritten documents using Google’s latest Document AI Solution.
Pattern Recognition in Time Series Data
Traders and investors rely on time series patterns generated by asset performance to inform and guide their trading and asset allocation decisions. Economists take advantage of analogous patterns in macroeconomic and market data to forecast recessions and other market events. But you need to be able to spot these patterns in order to use them.
Advanced Forecasting Using Hierarchical Models
Traditional statistical models apply a single set of coefficients by pooling a large dataset or for specific cohorts. Hierarchical models learn from feature behavior across dimensions or timeframes. This informative workshop applies hierarchical models to a variety of mortgage and structured finance use cases.
Quality Control with Anomaly Detection (Part I)
Outliers and anomalies refer to various types of occurrences in a time series. Spike of value, shift in level or volatility or a change in seasonal pattern are common examples. RiskSpan Co-Founder & CIO Suhrud Dagli is joined by Martin Kindler, a market risk practitioner who has spent decades dealing with outliers.
Quality Control with Anomaly Detection (Part 2)
Suhrud Dagli presents Part 2 of this workshop, which dove into mortgage loan QC and introduce coding examples and approaches for avoiding false negatives using open-source Python algorithms in the Anomaly Detection Toolkit (ADTK).
Applying Few-Shot Learning Techniques to Mortgage Data
Few-shot and one-shot learning models continue to gain traction in a growing number of industries – particularly those in which large training and testing samples are hard to come by. But what about mortgages? Is there a place for few-shot learning where datasets are seemingly so robust and plentiful?
