Disputation: Simon Boge Brant

Doctoral candidate Simon Boge Brant at the Department of Mathematics will be defending the thesis Selected topics in regression with a binary outcome: Fraud detection, and applications of copulas to logistic regression for the degree of Philosophiae Doctor.

picture of the candidate

Doctoral candidate Simon Boge Brant.

The PhD defence will be in Abels utsikt - Niels Henrik Abels hus. The host of the session will moderate the technicalities while the chair of the defence will moderate the disputation.

Ex auditorio questions: the chair of the defence will invite the audience to ask questions ex auditorio at the end of the defence.

  • Submit request to access (available from 25th of October 1:15 pm until 8th of November 1:15 pm)

Trial lecture

8th of November, time: 10:15 am, room 1259 (Abels utsikt).

XAI: solutions and challenges

Main research findings 

The thesis concerns different topics that all are related to logistic
regression - models for the log-odds where inference is based on a
(Bernoulli) likelihood for the conditional distribution of the outcome
given covariates. Three papers make up the thesis. The first of these
discusses a fraud detection problem, which we summarise in terms of
a loss function, and discuss strategies for finding suitable models that
approximately minimise this function. In both the second and third
papers we present new models, and algorithms for fitting these. In
the first of these we construct a boosting algorithm where the base
learners are copula-based regression models (Noh et al., 2013; Chang
and Joe, 2019), and in the last paper we present an extension of the
linear logistic regression model, which is constructed through an R-
vine based extension of a discriminant analysis analogue of the linear
logistic regression model.

Adjudication committee

  • Professor Thomas Nagler, Ludwig Maximilian University of Munich 
  • Professor Bart Baesens, KU Leuven 
  • Professor Geir Storvik, University of Oslo

Supervisors

  • Associate Professor Ingrid Hobæk Haff, University of Oslo
  • Associate Professor Riccardo De Bin, University of Oslo

Chair of defence

Head of Department Geir Dahl.

Host of the session

Professor Geir Storvik, University of Oslo

 

Organiser

Department of Mathematics
Published Oct. 25, 2024 9:55 AM - Last modified Oct. 28, 2025 1:07 PM