Front Cover -- Mobility Patterns, Big Data and Transport Analytics: Tools and Applications for Modeling -- Copyright -- Dedication -- Contents -- Contributors -- About the Editors -- Chapter 1: Big Data and Transport Analytics: An Introduction -- 1. Introduction -- 2. Book Structure -- Special...

This paper documents a significantly negative cross-sectional relation between machine forecast disagreement (MFD) and future stock returns. MFD measures divergence of opinion among investors about stock value based on the dispersion in machines' expected return forecasts and provides an...

We use unique and proprietary data from a large Fintech lender to analyze whether alternative data captured from an individual's mobile phone (mobile/social footprint) can substitute for traditional credit bureau scores. Variables that measure a borrowers' digital presence, such as the number...

Recent advances in machine learning (ML) and Big Data techniques have facilitated the development of more sophisticated, automated consumer credit scoring models — a trend referred to as 'algorithmic credit scoring' in recognition of the increasing reliance on computer (particularly ML)...

Airtime lending default rates are typically lower than those experienced by banks and microfinance institutions (MFIs) but are likely to grow as the service is offered more widely. In this paper, credit scoring techniques are reviewed, and that knowledge is built upon to create an appropriate...