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Academic interests

Statistical prediction, machine learning, deep learning.

Master of Science (Sivilingeniør) from Norwegian University of Science and Technology: Industrial Mathematics.
Master's Thesis: Gender prediction on Norwegian Twitter accounts.

Emneord: Statistikk og biostatistikk

Kvamme, Håvard; Borgan, Ørnulf & Scheel, Ida (2019). Time-to-Event Prediction with Neural Networks and Cox Regression. Journal of machine learning research. ISSN 1532-4435. 20(129), s 1- 30 Fulltekst i vitenarkiv.
Kvamme, Håvard; Sellereite, Nikolai; Aas, Kjersti & Sjursen, Steffen A. Søreide (2018). Predicting mortgage default using convolutional neural networks. Expert systems with applications. ISSN 0957-4174. 102, s 207- 217 . doi: 10.1016/j.eswa.2018.02.029 Fulltekst i vitenarkiv. Vis sammendrag
We predict mortgage default by applying convolutional neural networks to consumer transaction data. For each consumer we have the balances of the checking account, savings account, and the credit card, in addition to the daily number of transactions on the checking account, and amount transferred into the checking account. With no other information about each consumer we are able to achieve a ROC AUC of 0.918 for the networks, and 0.926 for the networks in combination with a random forests classifier.

Aas, Kjersti; Sellereite, Nikolai & Kvamme, Håvard (2017, 30. april). Roboten gir lån hvis den får gode vibrasjoner fra kontoen din. [Internett]. www.dn.no.
Kvamme, Håvard & Aas, Kjersti (2017). Credit scoring by deep learning on time series.
Kvamme, Håvard; Sellereite, Nikolai & Aas, Kjersti (2017). Credit Scoring using Deep Learning of Time Series data. NR-notat. SAMBA/11/2017.

Publisert 6. jan. 2016 09:59 - Sist endret 6. nov. 2018 14:48