Humboldt-Universität zu Berlin - School of Business and Economics

Email: jianwei.peng@student.hu-berlin.de

Office hours: by appointment

Short-Bio

Jianwei Peng is a PhD student at the Chair of Information Systems since October 2022. He received his MSc. degree with Distinction in Business Analytics and Management Sciences from University of Southampton in 2022. In his dissertation "Adopting Mega-Trend-Diffusion Function (MTDF) to handle imbalanced data in multi-classification credit risk modelling", Jianwei compared two resampling techniques (MTDF and SMOTE) to explore their performance difference of handling multi-class imbalance problems. Before that, he received his BSc. degree in Logistics Management from Shanghai University of Engineering Science in 2020. His PhD research is funded by China Scholarship Council (CSC) for four years from 2022 to 2026. Jianwei is interested in applying machine learning models to solve problems in the areas of credit scoring and default prediction.

 
Research Interests

Jianwei Peng's research interests focus on the class imbalance problem in financial forecasting. Potential solutions include various machine learning algorithms and sampling techniques. For now, he is doing the project named "The Class Imbalance Problem Revisited: Comparison of the Effectiveness of Different Models for Multi-Class Settings in Credit Scoring".

The main research areas include:
- Credit Scoring
- Machine Learning
- Default Prediction
- Credit Risk Analytics