Essays about: "Behavioural Credit Scoring"

Found 4 essays containing the words Behavioural Credit Scoring.

  1. 1. Explainable Artificial Intelligence and its Applications in Behavioural Credit Scoring

    University essay from Stockholms universitet/Institutionen för data- och systemvetenskap

    Author : Robert Iain Salter; [2023]
    Keywords : Behavioural Credit Scoring; Deep Learning; Machine Learning; Long Short-Term Memory; Default Prediction;

    Abstract : Credit scoring is critical for banks to evaluate new loan applications and monitor existing customers. Machine learning has been extensively researched for this case; however, the adoption of machine learning methods is minimal in financial risk management. READ MORE

  3. 2. A Gradient Boosting Tree Approach for Behavioural Credit Scoring

    University essay from KTH/Matematisk statistik

    Author : Axel Dernsjö; Ebba Blom; [2023]
    Keywords : Machine learning; Random forest; Uncertainty measure; Material development; Empirical Bayes; Maskininlärning; Random forest; Osäkerhetsmått; Materialutveckling; Empirical Bayes;

    Abstract : This report evaluates the possibility of using sequential learning in a material development setting to help predict material properties and speed up the development of new materials. To do this a Random forest model was built incorporating carefully calibrated prediction uncertainty estimates. READ MORE

  4. 3. Credit Scoring Based on Behavioural Data

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Daniel Bouvin; Erik Hamberg; [2022]
    Keywords : Banking; Behavior; Behaviour; Credit Modelling; Klarna; Logistic Regression; Machine Learning; Neural Networks; Random Forests; XGBoost;

    Abstract : Credit modelling has traditionally been done by credit institutes based on financial data about the individuals requesting the credit. While this has been sufficient in lowering risk in developed economies with plenty of financial data it is inefficient in developing economies and fails to reach the unbanked population. READ MORE

  5. 4. Consumption Credit Default Predictions

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Sebastian Siemiatkowski; Victor Jacobsson; [2007]
    Keywords : consumer credits; default prediction;

    Abstract : Consumption credit plays an increasingly important role in facilitating consumption and enables consumers to smooth consumption. Today, as much as 26% of all card transaction volume in Sweden is made with credit cards. In addition, many retailers themselves offer different types of credit alternatives. READ MORE