<?xml version="1.0" encoding="UTF-8"?><rss version="2.0"><channel><title>rodoslay</title><description>Notes on credit models, data science in finance, and the math behind both.</description><link>https://rodoslay.com/</link><language>en-us</language><item><title>EDA for Financial Data — The Gotchas</title><link>https://rodoslay.com/data-science/01-eda-for-financial-data/</link><guid isPermaLink="true">https://rodoslay.com/data-science/01-eda-for-financial-data/</guid><description>Six ways financial data trips up exploratory data analysis: fat tails, survivorship bias, look-ahead bias, regime changes, missingness that means something, and time-zone landmines.</description><pubDate>Mon, 08 Jun 2026 00:00:00 GMT</pubDate></item><item><title>Foundations of Credit Risk</title><link>https://rodoslay.com/credit-models/01-foundations/</link><guid isPermaLink="true">https://rodoslay.com/credit-models/01-foundations/</guid><description>The vocabulary, the master equation, and the regulatory backdrop you need before anything else makes sense.</description><pubDate>Mon, 01 Jun 2026 00:00:00 GMT</pubDate></item></channel></rss>