Application of AI in Credit Scoring Modeling - Couverture souple

Popovych, Bohdan

 
9783658401795: Application of AI in Credit Scoring Modeling

Synopsis

The scope of this study is to investigate the capability of AI methods to accurately detect and predict credit risks based on retail borrowers' features. The comparison of logistic regression, decision tree, and random forest showed that machine learning methods are able to predict credit defaults of individuals more accurately than the logit model. Furthermore, it was demonstrated how random forest and decision tree models were more sensitive in detecting default borrowers.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

MA Bohdan Popovych is a data scientist and a researcher in quantitative finance. The main scientific focus of the author is application of advanced analytics and artificial intelligence in finance and economics.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9783658401818: Application of AI in Credit Scoring Modeling

Edition présentée

ISBN 10 :  3658401818 ISBN 13 :  9783658401818
Editeur : Springer Gabler, 2022
Couverture souple