Tony Bellotti

I am Senior Lecturer in Statistics in the statistics section of the Department of Mathematics at Imperial College London and a member of the Statistics in Retail Finance Services research group within the Department of Mathematics.

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Short biography

Tony Bellotti is a senior lecturer in statistics in the Mathematics department at Imperial College London. He received his PhD in computational learning from Royal Holloway, University of London in 2006 and his main research interest is the application of statistical and machine learning models in credit risk analysis.

Background

Until January 2010, I worked at the Credit Research Centre at the University of Edinburgh using statistical and machine learning techniques for analysis of consumer credit risk, with particular interest in the application of survival analysis to the prediction of default and the correlation of macroeconomic variables, such as changing interest rates, with credit repayment behaviour.

From 2001 to 2005, I was based at the Computer Learning Research Centre at Royal Holloway University of London UK where I gained my doctorate in the application of machine learning. I also taught the Computer Learning course there. I provided statistical and machine learning research support for gene expression analysis, working with Cancer Research UK to help understand and treat childhood leukaemia.

From 1992 to 2001, I worked for several organisations as a programmer, database developer and business analyst.


Contact details

Phone: +44 (020) 7594 8521

Fax: +44 (020) 7594 8517

e-mail: a dot bellotti at imperial dot ac dot uk

Location:
Room 522
Huxley Building
South Kensington Campus

Postal address:
Department of Mathematics
South Kensington Campus
Imperial College London
LONDON
SW7 2AZ
United Kingdom


Teaching

In previous years, I have taught the following courses, but will not be teaching them in 2019/20.

Research

Currently, my main research interest are in retail credit risk:- Other general research interests are: List of publications: Publications.

Consultancy

Imperial College London provides for high-quality consultancy through ICON. I can provide consultancy in several areas of credit risk model development and data science. Past industry projects I have worked on in USA and UK are:- I can also provide customized in-house training on credit scoring and the application of survival models in credit risk.

Events and conferences

Events

Event When Where Presentation (if available)
Validate AI conference 5 November 2019 Royal Society, London Organizer
Credit Scoring and Credit Control XVI conference 28-30 August 2019 University of Edinburgh TBA
Launch Ceremony: Consortium for Applied Data Science, invited speaker 5 July 2018 Information Technology University, Lahore, Pakistan Data Science: Academic - Industry Interactions
Credit Scoring and Credit Control XV conference 29 August to 1 September 2017 University of Edinburgh Loss Estimation using Monte Carlo Simulation
Seminar, Department of Computer Science, Royal Holloway, University of London 29 April 2016 Surrey UK Region predictions for automated valuation models
Research showcase on FinTech 9 March 2016 Imperial College London UK
Statistics and Credit Risk Workshop 10 February 2016 Royal Statistical Society, London UK Challenges arising when including macroeconomic variables in survival models of default
CFE 2015, 9th International Conference on Computational and Financial Econometrics 12-14 December 2015 University of London, UK Region predictions for automated valuation models
Credit Scoring and Credit Control XIV conference 26-28 August 2015 University of Edinburgh Statistical reflections on Expected Loss
Royal Statistical Society Workshop: Advanced Statistical Methods in Credit Risk 13 June 2013 Royal Statistical Society, London UK Multiple presentations
Model Risk in Retail Credit Scoring: One-day workshop 28 September 2012 Imperial College London UK Multiple presentations