Nubank: Continuous Treatments: Challenges from the Banking Industry

In this presentation, I’ll explore the central role of Causal Inference in credit allocation and optimization within the banking business. I’ll go over how determining the amount of credit credit and setting the right interest rate can be framed as a Conditional Average Treatment Effect estimation problem. Since both credit and price are continuous treatments, I’ll talk about the main challenges that come with them and some exciting attempts at solving those problems.

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  Matheus Facure Staff Data Scientist, Nubank