About me

Dr Tony Bellotti gained a BSc honours degree in Computer Science with Mathematics from the University of Bristol in 1987 and spent several years in industry as a business analyst/programmer. He received his PhD in computational learning from Royal Holloway, University of London in 2006. He is currently a Research Fellow working on statistical and machine learning approaches to consumer credit risk in the Credit Research Centre at the University of Edinburgh.

Work

I live in Edinburgh UK and work at the Credit Research Centre at the University of Edinburgh using statistical and machine learning techniques for analysis of credit default (ie not repaying loans). I’m particularly interested 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. I’m currently working on models and estimates of Loss Given Default (LGD) for retail credit.

Before that, 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.

I hope to spend some of my time in the near (or more likely, distant!) future working on the fusion of Critical Philosophy and algorithmic information theory as an approach to the problem of induction.

Research interests

• Applied statistics and machine learning.
• Dynamic risk models using survival analysis.
• Consumer credit risk.
• Stress testing.
• Reliable forecasting and confidence machines.
• Support vector machines.
• Bioinformatics.
• Algorithmic information theory and the problem of induction.

Sculpture at Dynamic Earth (Holyrood, Edinburgh) with inductive message.

Personal interests

I’m married to XiJuan and our daughter Alyssa was born on February 25th 2009. I have an interest in philosophy, meditation and Tai Chi Chuan. I like to walk, jog and swim to keep fit. I’m incredibly lucky to live very close to Holyrood Park which I walk past most weekday mornings to work. The view never ceases to inspire me.

Holyrood Park, Edinburgh, Spring 2006

I’m originally from North East London and I often travel back down there to see family and friends.

Contact email: ag_bellotti@yahoo.co.uk

June 2009