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...

Full description

Bibliographic Details
Main Author: Dornigg, Thomas (author)
Format: masterThesis
Language:eng
Published: 2022
Subjects:
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
Online Access:http://hdl.handle.net/10362/140582
Country:Portugal
Oai:oai:run.unl.pt:10362/140582

Internet

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

Similar Items