Current Focus Areas for the PNC Center
Artificial Intelligence and Machine Learning
Interpretable/Explainable Machine Learning Marketing Models for Banking
The center supports research that produces explainable/interpretable ML marketing models of consumer financial behavior while maintaining a high level of prediction accuracy. These models should be able to explain their rationale, characterize their strengths and weaknesses, and convey an understanding of how they will behave in the future.
Interpretable Dynamic Programming Policies informed by Managerial Insights with Application to Sequential Marketing Decision Making by Alan Montgomery Read More
Mapping Treasury Management’s Payment Network by Christos Faloutsos and Leman Akoglu READ MORE
MPC for Privacy-Preserving Machine Learning by Vipul Goyal READ MORE
Cryptocurrency/Blockchain
Blockchain Applications to Banking
The center supports research that studies conceptual or practical issues related to blockchain use for banking in areas related to Know your Customer, transaction settlement, fraud reduction, smart contracts, etc.
CMU Coin/Cryptocurreny Testbed at CMU
The center is supporting an effort to create a cryptocurrency testbed that can be used by researchers. To this end, the center is supporting creation of a CMU-focused cryptocurrency— CMU Coin. The goal is to create a cryptocurrency that is secure, legal, focused on privacy rather than anonymity, has greener alternatives to the proof of work, and ensures continued decentralization as the coin matures. The effort is engaging the CMU community both in identifying potential use-cases and in developing the underlying mechanisms and the code for the CMU coin.
Blockchains with Private Computations by Vipul Goyal Read More
Cryptocurrencies with Two-Factor Authentication by Vipul Goyal READ MORE
Exchange Design: Evidence from Cryptocurrency Exchanges by Nicholas Christin, Bryan Routledge and Ariel Zetlin-Jones READ MORE
Data Grant Projects
Understanding the Impact of Changing Bank Network on Local Loan Business in Different Market Structure by Rebecca Lessem Read More
Selective Projects Supported by the PNC Center
2017
Building Credit Histories with Heterogeneously-Informed Lenders
by Ariel Zetlin-Jones Read More
Predicting Financial Transactions in Context
Do Data Breaches Matter?
Humans in Loop for Machine Learning in Financial Services and other E-Commerce companies
2016
Recognition of Product and Service usage Patterns through the Lens of Digital Experience
Robust Predictive Intelligence for Financial Services
by Pradeep Ravikumar READ MORE
PD Modeling of Middle Market Firms with Macroeconomic and Industry Covariates
by Lars-Alexander Kuhn READ MORE
Dynamic Customer Spendings Modeling for Business Analytics
Designing Connected Products for Improved Financial Well-Being
2015
Detection & Characterization of Triggers of Changes of Relationship or Banking Behavior
Decision Making Styles and Consumer Financial Well-Being
Leveraging Mental Accounting in the Design of Financial Services and Products
by Alex Imas, Chris Olivola, George Loewenstein READ MORE
Financial Advice Taking in Online Environments
Development of a Data-Driven Open Source Password Meter
by Lorrie Crannor, Lujo Bauer, Nicholas Christin READ MORE
Password Policy Security and Usability
by Lorrie Crannor, Lujo Bauer, Nicholas Christin READ MORE
Fraud Detection in Financial Data
by Christos Faloutsos READ MORE