Raffaella Calabrese

Raffaella Calabrese is an Associate Professor in Data Science at the University of Edinburgh Business School. She is Director of the Fintech PhD programme, member of the Credit Research Centre and of the Global Open Finance Centre of Excellence. She is an academic fellow at the Scottish Parliament. Her research and collaborations with industry are focused on developing new models for analysing credit risk and Fintech. The former includes scoring models, modelling of loss given default, stress testing and interpretability. For Fintech, she has proposed novel solutions to assess risk using Open Banking data such as affordability test and credit scoring.

Articles by Raffaella Calabrese

Original research

The effects of customer segmentation, borrower behaviors and analytical methods on the performance of credit scoring models in the agribusiness sector

The main aim of this study is to analyze the joint effects of customer segmentation, borrower characteristics and modeling techniques on the classification accuracy of a scoring model for agribusinesses.

06 Jan 2021