Sökning: "Jacob Långström"

Hittade 1 uppsats innehållade orden Jacob Långström.

1. 1. Comparison of Machine Learning Techniques when Estimating Probability of Impairment : Estimating Probability of Impairment through Identification of Defaulting Customers one year Ahead of Time

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

   Författare :Alexander Eriksson; Jacob Långström; [2019]
   Nyckelord :Classification; Imbalanced Data; Machine Learning; Probability of Impairment; Risk Management; Klassificering; Obalanserat Data; Maskininlärning; Probability of Impairment; Riskhantering;

   Sammanfattning : Probability of Impairment, or Probability of Default, is the ratio of how many customers within a segment are expected to not fulfil their debt obligations and instead go into Default. This is a key metric within banking to estimate the level of credit risk, where the current standard is to estimate Probability of Impairment using Linear Regression. LÄS MER