Humboldt-Universität zu Berlin - School of Business and Economics

Telephone: +49 30 2093-99543

Email: nikita.kozodoi[at]hu-berlin.de

Office hours: by appointment

Room: SPA1, 335

Short-Bio

Nikita Kozodoi holds a M.Sc. degree in Economics and Management Science from the Humboldt University in Berin. Since April 2018, he works as a researcher at the Chair of Information Systems. As part of his master's thesis, he investigated the predictive performance of managerial heuristics compared to machine learning methods in the area of box office forecasting. In the course of his Ph.D., Nikita researches applications for machine learning in credit risk analytics.

Research Interests

Nikita is particularly interested in machine learning applications in credit scoring. His work focuses on such topics as profit-oriented feature selection, reject inference and others.

• Credit risk analytics
• Feature selection
• Multi-objective optimization
• Reject inference
• Semi-supervised learning
• Algorithmic fairness

Social Media

Publications

• Kozodoi, N., Katsas, P., Lessmann, S., Moreira-Matias, L., & Papakonstantinou, (2020). Shallow Self-Learning for Reject Inference in Credit Scoring. In ECML PKDD 2019 Proceedings (pp. 516-532). Springer, Cham. [PDF on ResearchGate] [published version]
• Kozodoi, N., Lessmann, S., Papakonstantinou, K., Gatsoulis, Y., & Baesens, B. (2019). A multi-objective approach for profit-driven feature selection in credit scoring. Decision Support Systems, 120, 106-117. [PDF on ResearchGate] [published version]
• Kozodoi, N., Lessmann, S., Baesens, B., & Papakonstantinou, K. (2019). Profit-Oriented Feature Selection in Credit Scoring Applications. In Operations Research 2018 Proceedings (pp. 59-65). Springer, Cham. [PDF on ResearchGate]
  [published version]

Packages

• fairness: R package for computing different measures of algorithmic fairness https://github.com/kozodoi/fairness
• dptools: Python package with helper functions for data processing and feature engineering https://github.com/kozodoi/dptools

Personal Website

https://kozodoi.me/