Loan Default Prediction using Supervised Machine Learning Algorithms

Loan Default Prediction using Supervised Machine Learning Algorithms

It is essential for a bank to estimate the credit risk it carries and the magnitude of exposure it has in case of non-performing customers. Estimation of this kind of risk has been done by statistical methods through decades and with respect to recent development in the field of machine learning, th...

Full description

Bibliographic Details
Main Authors: Granström, Daria, Abrahamsson, Johan
Format: Others
Language:English
Published: KTH, Matematisk statistik 2019
Subjects:
Machine Learning
Deep Learning
Credit Risk
Default Prediction
Logistic Regression
Random Forest
Decision Tree
AdaBoost
XGBoost
Artificial Neural Network
Support Vector Machine
SMOTE
Maskininlärning
Djupinlärning
Kreditrisk
Fallissemangprediktion
Logistisk Regression
Artificiella neurala nätverk
Stödvektormaskin
Probability Theory and Statistics
Sannolikhetsteori och statistik
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252312

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252312

Similar Items