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, B., Jaggi, D., Posth, J.-A., Gramespacher, T., & Osterrieder, J. (2021). Audience-Dependent Explanations for AI-Based Risk Management Tools: A Survey (Vol. 4). Frontiers Research Foundation. https://doi.org/10.24451/arbor.17289

Lyócsa, Š., Vašaničová, P., Hadji Misheva, B., & Vateha, M. D. (2022). Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets (Vol. 8, Issue 1). Springer. https://doi.org/10.24451/arbor.17290

Hadji Misheva, B., Jaggi, D., Posth, J.-A., Gramespacher, T., & Osterrieder, J. (2021). Audience-Dependent Explanations for AI-Based Risk Management Tools: A Survey (Vol. 4). Frontiers Research Foundation. https://doi.org/10.24451/arbor.17289

Hadji Misheva, B., Hirsa, A., Osterrieder, J., Kulkarni, O., & Fung Lin, S. (2021). Explainable AI in Credit Risk Management. Elsevier. https://doi.org/10.24451/arbor.17292

Hirsa, A., Osterrieder, J. R., Misheva, B. H., Cao, W., Fu, Y., Sun, H., & Wong, K. W. (2021). The VIX index under scrutiny of machine learning techniques and neural networks. Cornell University. https://doi.org/10.24451/arbor.17417

Posth, J.-A., Kotlarz, P., Hadji Misheva, B., Osterrieder, J., & Schwendner, P. (2021). The Applicability of Self-Play Algorithms to Trading and Forecasting Financial Markets (Vol. 4). Frontiers Research Foundation. https://doi.org/10.24451/arbor.17293

Chen, Y., Giudici, P., Hadji Misheva, B., & Trimborn, S. (2020). Lead Behaviour in Bitcoin Markets (Vol. 8, Issue 1). MDPI. https://doi.org/10.24451/arbor.17295

Giudici, P., Hadji Misheva, B., & Spelta, A. (2020). Network based credit risk models (Vol. 32, Issue 2). Taylor & Francis. https://doi.org/10.24451/arbor.17297

Ahelegbey, D. F., Giudici, P., & Hadji Misheva, B. (2019). Latent factor models for credit scoring in P2P systems (Vol. 522). Elsevier. https://doi.org/10.24451/arbor.17301

Ahelegbey, D. F., Giudici, P., & Hadji Misheva, B. (2019). Factorial Network Models to Improve P2P Credit Risk Management (Vol. 2). Frontiers Research Foundation. https://doi.org/10.24451/arbor.17302

Giudici, P., Hadji Misheva, B., & Spelta, A. (2019). Network Based Scoring Models to Improve Credit Risk Management in Peer to Peer Lending Platforms (Vol. 2). Frontiers Research Foundation. https://doi.org/10.24451/arbor.17298

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