Arjun Ravi Kannan

About Arjun Ravi Kannan

Leader in responsible use of AI/ML with focus on financial services use cases Skills: Artificial Intelligence and Machine Learning, Predictive Modeling, Stress Testing, Time Series Analysis, Macroeconomic Modeling

Experience

1. Director, Data Science Research

   Discover

   Feb 2021 — Present

   Leading team of research scientists on developing explainable AI/ML models, measuring and mitigating bias in AI/ML models and applying new methodologies to financial services use cases. Research Papers1.Industry white paper: https://h2o.ai/resources/white-paper/machine-learning-considerations-for-fairly-and-transparently-expanding-access-to-credit/2. Peer-reviewed on fair lending: Explainable AI/ML using feature grouping: https://arxiv.org/abs/21••••••84. Peer Reviewed Paper disparate impact quantification: https://link.springer.com/article/10.1007/s10••••••••95. Bias mitigation: Peer reviewed Self interpretable Catboost model: Estimation of Shapley and Owen values: https://arxiv.org/abs/23••••••68. Manifold learning interpretability: https://arxiv.org/abs/24••••••89. LLM Interpretability: https://arxiv.org/abs/24•••••15Patents 1. Explainability: U.S. Patent Application No. 16/868,019, filed May 6, 2020 (Accepted by USPTO)2. Explainability: U.S. Patent Application No. 17/322,828, filed May 17, 20213. Related to fair lending: US Patent 12,002,2584. Deep learning: U.S. Patent Application No. 17/566,885, filed Dec 31, 20215. Fairlending: U.S. Patent Application No. 17/900,753, filed Aug 31, 20226/7/8. Owen values for Reason Codes: U.S. Patent Application No. and filed Feb 20, 20239. Graph Based Models: U.S. Patent Application No. 18/304,272, filed Apr 20, 202310. manifold learning: U.S. Patent Application No. 18/489,635, filed Oct 18, 202311. Self interpretable model: U.S. Patent Application No. 18/499,974 filed Nov 1, 202312. Fast Explainability algo: U.S. Patent Application No. 18/435,837 filed Feb 7, 2024

Education

• Indian Institute of Technology, Madras

  Bachelor of Technology (BTech), Chemical Engineering

  2003 — 2007

• UCLA Anderson School of Management

  MBA, Finance

  2009 — 2009

• Northwestern University - Kellogg School of Management

  Master's degree, Finance

  2010 — 2014

• Indian Institute of Management Bangalore

  Master of Business Administration (MBA), Finance

  2007 — 2009

Skills

• Financial Modeling
• Derivatives
• Financial Analysis
• Network Design
• Investment Banking
• Analytics
• Business Strategy
• Econometrics
• Regression Models
• Analysis
• Valuation
• Monetary Economics
• Stata
• Labor Economics
• Capital Markets
• International Finance
• Risk Management
• Financial Engineering
• Monte Carlo Simulation
• Sas Programming
• Macroeconomics
• Latex
• Statistics
• Statistical Modeling
• Time Series Analysis
• Business Analysis
• Matlab
• Corporate Finance
• Microeconomics
• Multivariate Analysis
• University Teaching
• Competitive Analysis
• Finance