Machine Learning in credit risk : Evaluation of supervised machine learning models predicting credit risk in the financial sector

Machine Learning in credit risk : Evaluation of supervised machine learning models predicting credit risk in the financial sector

When banks lend money to another party they face a risk that the borrower will not fulfill its obligation towards the bank. This risk is called credit risk and it’s the largest risk banks faces. According to the Basel accord banks need to have a certain amount of capital requirements to protect them...

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Bibliographic Details
Main Authors: Lundström, Love, Öhman, Oscar
Format: Others
Language:English
Published: Umeå universitet, Institutionen för matematik och matematisk statistik 2019
Subjects:
Credit risk
probability of default
Logistic regression
Neural network
Decision tree
Random Forest
Kredit risk
sannolikheten att fallera
Logistisk regression
Neurala nätverk
Decision Tree
Mathematics
Matematik
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-164101

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-164101

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