Quantitative Research and Modeling
Our Quant’s Focus
Mathematics
Statistics
Machine Learning
Machine learning is a subset of statistics that uses equations and methods to process larger sets of data in search of relationships within them.
Machine learning helps Agora in both the final models and the model development process, such as variable selection.
Artificial Intelligence
Artificial Intelligence (AI) automates more complex tasks and often utilizes other methods, such as machine learning, statistics, or mathematics, to make decisions.
Agora uses AI to help make decisions where large amounts of data are present and are too time-consuming for a human to do so manually. All final AI work is also reviewed by a human to ensure quality and explainability in the final results.
Risk Management
Risk management is the process of identifying, assessing, decision-making, and monitoring potential risks.
At Agora, models and quantitative analysis are one approach to risk management, as they provide transparency and explainability to even complex problems.
Modeling as a Service
Our Model Outputs
Loan-Level Cash
Loan-Level Cash
Macroeconomic Interest Rates
Macroeconomic Interest Rates
Principal
Principal
Balances
Balances
Loss Given Default
Loss Given Default
Exposure at Default
Exposure at Default
Probability of Default
Probability of Default
Fraud
Fraud
Cutting-Edge Reporting
Agora’s proprietary reporting portal utilizes Generative AI and Machine Learning to provide lenders with cutting-edge analysis and data. Agora can customize and meet the needs of any originator or lender.
Agora produces both loan level and portfolio level underwriting with scalpel-like accuracy while maintaining a holistic view of risk.
Meet our Head of Quantitative Research
Dimitri Bianco
Quantitative Risk and Research
Learn More From Our Head of Quantitative Research
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