Sökning: "kreditriskmodeller"

Hittade 2 uppsatser innehållade ordet kreditriskmodeller.

  1. 1. Risk Modelling in Payment Guarantees

    Master-uppsats, KTH/Matematisk statistik

    Författare :Gutstav Kratz; [2018]
    Nyckelord :;

    Sammanfattning : The Swedish Export Credit Agency (EKN) issues payment guarantees to Swedish companies who face the risk of non-payments in export transactions. Commitments are typically correlated, as defaults of companies are driven by other factors than factors specific to that company, such as the economic cycle or the regional conditions. LÄS MER

  2. 2. An intelligent search for feature interactions using Restricted Boltzmann Machines

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Institutionen för informationsteknologi; Uppsala universitet/Institutionen för informationsteknologi

    Författare :Alexander Bertholds; Emil Larsson; [2013]
    Nyckelord :Machine learning; Restricted Boltzmann Machine; RBM; credit scoring; Logistic regression;

    Sammanfattning : Klarna uses a logistic regression to estimate the probability that an e-store customer will default on its given credit. The logistic regression is a linear statistical model which cannot detect non-linearities in the data. The aim of this project has been to develop a program which can be used to find suitable non-linear interaction-variables. LÄS MER