NOTE: non-parametric oversampling technique for explainable credit scoring.

Credit scoring models are critical for financial institutions to assess borrower risk and maintain profitability. Although machine learning models have improved credit scoring accuracy, imbalanced class distributions remain a major challenge. The widely used Synthetic Minority Oversampling TEchnique (SMOTE) struggles with high-dimensional, non-linear data and may introduce noise through class overlap.

A sentiment analysis approach to the prediction of market volatility.

Prediction and quantification of future volatility and returns play an important role in financial modeling, both in portfolio optimisation and risk management. Natural language processing today allows one to process news and social media comments to detect signals of investors' confidence. We have explored the relationship between sentiment extracted from financial news and tweets and FTSE100 movements.