Lingling Fan

Lingling Fan holds a PH.D in Physics from Stevens Institute of Technology and has been working in different financial institutions for many years. She has published more than 10 papers in various academic journals. She has worked in core modeling teams for 6 years developing regulatory models. She now works with the model validation team validating finance models.

Articles by Lingling Fan

Original research

A new automated model validation tool for financial institutions

The authors put forward a novel automated validation tool, based on US Federal Reserve and Office of the Comptroller of the Currency regulatory guidance, which is used to to validate predictive models for financial organizations.

11 Sep 2023