R-codebase for a scientific research article, titled "Defining and comparing SICR-events for classifying impaired loans under IFRS 9"
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Updated
Sep 2, 2024 - R
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credit-risk-modelling
Here are 5 public repositories matching this topic...
Discover a comprehensive approach to constructing credit risk models. We employ various machine learning algorithms like LightGBM and CatBoost, alongside ensemble techniques for robust predictions. Our pipeline emphasizes data integrity, feature relevance, and model stability, crucial elements in credit risk assessment.
pandas
lightgbm
apache-parquet
data-aggregation
memory-optimization
polars
catboost-classifier
credit-risk-modelling
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Updated
Aug 15, 2024 - Jupyter Notebook
Built a Logistic Regression model to predict loan risk, focusing on credit risk management with precision, recall, and F1-score evaluation
machine-learning
logistic-regression
data-preprocessing
binary-classification
imbalanced-data
model-evaluation
credit-risk-assessment
precision-recall
credit-risk-analysis
credit-risk-modelling
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Updated
Sep 20, 2024 - Jupyter Notebook
The objective of this project is to build a model to predict probability of a client defaulting a loan.
machine-learning
random-forest
exploratory-data-analysis
python3
kfold-cross-validation
credit-risk
credit-risk-modelling
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Updated
May 6, 2022 - Jupyter Notebook
R-codebase for a scientific research article, titled "The TruEnd-procedure: Treating trailing zero-valued balances in credit data"
survival-analysis
optimisation
decision-analysis
credit-risk-modelling
data-errors
loss-given-default
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Updated
Nov 7, 2024 - R
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