2. ProductionExample-1
-Advance modelbuilding example @Prospa
Business Problem:
Based on internal data, build a model which could predict repayment performance of a specific industry
within a given area at a particular time
Challenges:
No any idea or directions when received this project
No any similar situation at Prospa before
Most of traditional model(s) only use temporal information, without considering spatial information
simultaneously
3. ProductionExample-1
-Advance modelbuilding example @Prospa
Solution:
Why this is good work example,
• Quickly find a very good solution from academic researched
(AAAI 18) which conducted by DiDi(Chinese UBER) in 1
week
• Reproduce it(no code provided in that paper) and validate it
performance by comparing with three other traditional
methods in 2 weeks
• Made validated improvement to original method
• The attitude of embracing challenge, especially start from
scratch to an end to end solution in 4 weeks
https://github.com/ivurs/DL_CNN_LSTM/blob/master/ModelCompare/Project%20Documentation.ipynb
4. ProductionExample-2
-NLP modelforspeeding uprealtime decisioning @Prospa
Business Problem:
Bank transaction classification(income / non-income) mainly relies on human which affects approval speed
Existing model is combination of keywords-specified rules which,
• cannot make decision when keywords change or new one comes
• very inefficient to update keywords and rules, as well as version management
Challenges:
Build up end to end solution which accurate enough to minimize human effort
Represent and modelling text data in a new way which can reach best performance
Have to understand whole credit risk side business in very short time and design validation
metrics in model evaluation
5. ProductionExample-2
-NLP modelforspeeding uprealtime decisioning @Prospa
Solution
Why this is good work example,
• Bring up state-of-the-art language model to Prospa which
can achieve very good modelling performance
• Working very well and being very focus in this tight deadline
project and meet high standard criteria
• Demonstrate ownership when implement it with product and
engineering team
• Quickly learn and understand credit risk side business
concepts and well applied these pieces of knowledge
6. ProductionExample-3
-SOTA modelformultiple time series forecasting@Prospa
Business Problem:
Forecasting customers‘ business performance in a FUTURE PERIOD
This problem is a “Pain” of Prospa for a while(at least for 1 year)
Challenges:
Traditional algorithm only predict single step(e.g., ARIMA, MA)
Not allow multiple time series forecasting, i.e., you can only analysis one time series by one
No very friendly to add additional features, i.e., consider other features along with time
series itself.
7. ProductionExample-3
-SOTA modelformultiple time series forecasting@Prospa
Solution
Why this is good work example,
• Solve a business problem which existing for a long period
• Enable us to use this kind of mechanism in many similar
scenarios
• Better understand our customers’ potential
• Better serve our customer by considering their servility in
the future
• Provide a new view of how we segment our customers.