Credit risk modelling through machine learning
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The aim of the project is to create a platform to automatically import data, inspect it and create credit risk models ...learn more
Overview / Usage
The aim is to create a system to find the best credit scoring model based on historical data. As with all modeling activities, it is unclear in advance which analytic method is most suitable. This system therefore uses three different methods simultaneously – Decision Trees, Neural Networking and SVM – then automatically determines which model is most accurate and writes that model out for further use.