Credit risk modeling - predicting customer loan defaults with machine learning models

The assessment of financial credit risk constitutes an important, yet challenging research topic across multiple disciplines. This paper evaluates the risk of customers not being able to repay their obligation on time by utilizing a variety of both parametric and non-parametric (supervised) machine...

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Detalhes bibliográficos
Autor principal: Dornigg, Thomas (author)
Formato: masterThesis
Idioma:eng
Publicado em: 2022
Assuntos:
Credit risk prediction
Credit default
Credit scoring
Supervised machine learning
Binary classification
Model validation
Graphical user interface
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Texto completo:http://hdl.handle.net/10362/140582
País:Portugal
Oai:oai:run.unl.pt:10362/140582

Texto Completo

http://hdl.handle.net/10362/140582

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