Modelling default probabilities: The classical vs. machine learning approach

Fintech companies that offer Buy Now, Pay Later products are heavily dependent on accurate default probability models. This is since the fintech companies bear the risk of customers not fulfilling their obligations. In order to minimize the losses incurred to customers defaulting several machine lea...

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Bibliographic Details
Main Authors: Jovanovic, Filip, Singh, Paul
Format: Others
Language:English
Published: KTH, Matematisk statistik 2020
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273570