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ZhiZhi Gewu

If I were to write a practical guide on consumer loan credit risk management, this is what the content page would look like.

If I were to write a practical guide on consumer loan credit risk management, this is what the content page would look like.

1. Fundamentals 1. The Art and Science of Decision-Making 2. Fundamentals of Interest and Loan 2. Key Objective and Its Components 1. The Balance Between Risk and Reward 2. Commonly Used Risk Metrics 3. Prediction into the Future 1. Estimating Long-term Impact from Short-term Outcome 2. Creating Models of the

Resources to Understand the Difference between Potential Outcome Model and Structural Causal Model

Resources to Understand the Difference between Potential Outcome Model and Structural Causal Model

This week, I compared the difference between the Potential Outcome Model (Rubin Casual Model) and Structural Causal Model frameworks for causal inference. I failed to grasp the difference between the two. Still, I can share some resources on this matter. While I believe the comparison has more of a theoretical

The Bias of Using Observational Data to Estimate Causal Effect

The Bias of Using Observational Data to Estimate Causal Effect

Let's consider the effect of college attendance on an individual's mental ability. We find that individuals who have attended college score higher than those who have not. What are the possible reasons? Does college attendance cause an increase in mental ability? There are three possible explanations.

[Write to Learn Series] The Heart and Soul Of Linear Algebra: Replacement Theorem

I am self-studying Linear Algebra following the book Linear Algebra by Stephen H. Friedberg and the syllabus Math 340: Abstract Linear Algebra from the University of Washington. In particular, I found that the proof of the Replacement Theorem is difficult. I want to share some of my experience and resources

Prediction Or What If: What's the Nature of Your Problem?

Prediction Or What If: What's the Nature of Your Problem?

With the rise of machine learning techniques, I believe we have become more susceptible to the 'law of instrument bias.' This principle suggests that if your only tool is a hammer, every problem looks like a nail. While techniques like regression, classification, and tree-based models offer tremendous value

[Write to Learn Series] You May Not Know Linear Regression Enough! Discover the Causal Effect of Credit Limit on Risk

[Write to Learn Series] You May Not Know Linear Regression Enough! Discover the Causal Effect of Credit Limit on Risk

Disclaimer: The accuracy of the information in this article is not guaranteed. The methodologies discussed are conceptual and not yet implemented in business. A common challenge in consumer loan industries is balancing risk management with credit limit increases. Credit limits, often determined by expert judgment, are typically excluded from the

Journey Through Years: Reflecting on Growth, Principles, and Future Aspirations (2024)

Since the year 2020, I have shared my reflections on the year and my expectations for the upcoming one. It’s interesting to review these notes. I would say the main difference between the older and newer reflections is that my thoughts and ideas have become more structured. In the