Predicting Default Probability in Credit Risk using Machine Learning Algorithms
This thesis has explored the field of internally developed models for measuring the probability of default (PD) in credit risk. As regulators put restrictions on modelling practices and inhibit the advance of risk measurement, the fields of data science and machine learning are advancing. The tradeo...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2020
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-275656 |