2024
Dr Jiří Witzany
Background
Dr Jiří Witzany is currently a Professor of Finance at the Faculty of Finance and Accounting of University of Economics in Prague (Czech Republic). He received his RNDr. degree in Mathematics form Faculty of Mathematics and Physics, Charles University, Prague, and his Ph.D. from the Pennsylvania State University. He lectured at the University of California, Los Angeles and at the Charles University. He also consults international banks and financial institutions on risk management and modelling. His main research areas are financial derivatives and credit risk modelling. He has published over 50 works including 4 books. His most recent book "Credit Risk Management: Pricing, Measurement, and Modelling" was published with Springer in 2017.
Contact
I was pleased to have an opportunity to visit UEBS and CRC, and to discuss my research in the area of credit risk modelling with Jonathan Crook, Raffaella Calabrese, Galina Andreeva and Viani Djeundje Biatat. It was a great inspiration for my ongoing research in this field.
Dr Johannes Kriebel
Background
Dr Johannes Kriebel is an assistant professor at the University of Muenster. He is working in finance and information systems. His research is mainly concerned with risk assessments, with a particular focus on credit risk, sustainability, and digital innovation. Johannes Kriebel’s work extensively uses machine learning and natural language processing in particular as methods in research and object of investigation. Prior to his current position, Johannes Kriebel received his Ph.D. at the University of Muenster in research areas related to credit scoring and machine learning. Johannes Kriebel has a background in industrial engineering, with an M.Sc. and a B.Sc. from Karlsruhe Institute of Technology.
During his visit, Johannes worked on projects related to explainable artificial intelligence for natural language processing models used in credit risk predictions and robustness of credit prediction models. He worked in close cooperation with Galina Andreeva and Belen Martin-Barragan and regularly engaged in discussions with faculty at the University of Edinburgh Business School and the School of Informatics.