Sökning: "Ludvig Levay"

Hittade 1 uppsats innehållade orden Ludvig Levay.

  1. 1. High-risk Consumer Credit Scoring using Machine Learning Classification

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Max Mjörnell; Ludvig Levay; [2019]
    Nyckelord :Machine learning; Scorecard modelling; Logistic regression; Support Vector Machine; Decision Tree; Random Forest; k-Nearest Neighbors; Artificial Neural Network; Voting ensemble; SHAP; LIME; Average Precision score; Feature engineering; Mathematics and Statistics;

    Sammanfattning : The use of statistical models in credit rating and application scorecard modelling is a thoroughly explored field within the financial sector and a central component in a credit institution’s underlying business model. The aim of this report was to apply and compare six different machine learning models in predicting credit defaults for high-risk consumer credits, using a data set provided by a Swedish consumer credit institute. LÄS MER