Credit Risk Evaluation using Machine Learning

In this thesis, we examine the machine learning models logistic regression, multilayer perceptron and random forests in the purpose of discriminate between good and bad credit applicants. In addition to these models we address the problem of imbalanced data with the Synthetic Minority Over-Sampling...

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Bibliographic Details
Main Author: Sandberg, Martina
Format: Others
Language:English
Published: Linköpings universitet, Statistik och maskininlärning 2017
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-138968