Carlos Valencia

Ana María Quintero-Ossa, Jesús Solano, Hernán Jarcía et al.

Privacy-preserving machine learning in data-sharing processes is an ever-critical task that enables collaborative training of Machine Learning (ML) models without the need to share the original data sources. It is especially relevant when an organization must assure that sensitive data remains private throughout the whole ML pipeline, i.e., training and inference phases. This paper presents an innovative framework that uses Representation Learning via autoencoders to generate privacy-preserving embedded data. Thus, organizations can share the data representation to increase machine learning models' performance in scenarios with more than one data source for a shared predictive downstream task.

Gabriel Suarez, Juan Raful, Maria A. Luque et al.

This paper presents the advantages of alternative data from Super-Apps to enhance user' s income estimation models. It compares the performance of these alternative data sources with the performance of industry-accepted bureau income estimators that takes into account only financial system information; successfully showing that the alternative data manage to capture information that bureau income estimators do not. By implementing the TreeSHAP method for Stochastic Gradient Boosting Interpretation, this paper highlights which of the customer' s behavioral and transactional patterns within a Super-App have a stronger predictive power when estimating user' s income. Ultimately, this paper shows the incentive for financial institutions to seek to incorporate alternative data into constructing their risk profiles.

Luisa Roa, Andrés Rodríguez-Rey, Alejandro Correa-Bahnsen et al.

The presence of Super-Apps have changed the way we think about the interactions between users and commerce. It then comes as no surprise that it is also redefining the way banking is done. The paper investigates how different interactions between users within a Super-App provide a new source of information to predict borrower behavior. To this end, two experiments with different graph-based methodologies are proposed, the first uses graph based features as input in a classification model and the second uses graph neural networks. Our results show that variables of centrality, behavior of neighboring users and transactionality of a user constituted new forms of knowledge that enhance statistical and financial performance of credit risk models. Furthermore, opportunities are identified for Super-Apps to redefine the definition of credit risk by contemplating all the environment that their platforms entail, leading to a more inclusive financial system.