Nan Zhou

TD Bank

Nan Zhou received his M.S. degree in Statistics from Rutgers University, New Brunswick, NJ, USA in 2010. He is Senior Manager, TD Bank, Mount Laurel, NJ, USA, where he is responsible for managing the quantitative model validation function of capital models. His research interests include statistical modeling and machine learning in finance.

Articles by Nan Zhou

Original research

Interpretable machine learning for default risk prediction in stress testing

This paper proposes a benchmark model which can be used to predict the forward-looking probability of default of a real-world credit card portfolio.

09 Dec 2025