Essays about: "Default Estimation"

Showing result 1 - 5 of 33 essays containing the words Default Estimation.

  1. 1. A Dual-Lens Approach to Loss Given Default Estimation: Traditional Methods and Variable Analysis

    University essay from KTH/Matematik (Avd.)

    Author : William Jaeckel; Nicolai Versteegh; [2023]
    Keywords : Loss given default; estimering; jämförande studie; variabelanalys; kreditförvaltning; utlåning till små och medelstora företag; riskanalys; Loss given default; estimering; jämförande studie; variabelanalys; kreditförvaltning; utlåning till små och medelstora företag; riskanalys;

    Abstract : This report seeks to thoroughly examine different approaches to estimating Loss Given Default through a comparison of traditional estimation methods, as well as a deeper variable analysis on micro, small, and medium-sized companies using primarily regression decision trees. The comparative study concluded that estimating loss given default depends heavily on business-specific factors and data variety. READ MORE

  3. 2. Credit scoring using Logistic regression

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Iftho Hara Khanam; [2023]
    Keywords : Kurtosis; Skewness; Winsorization; Logistic regression analysis; Maximum likelihood estimation; Newton–Raphson method; T–ratio test; P-value; LR test;

    Abstract : In this thesis, we present the use of logistic regression method to develop a credit scoring modelusing the raw data of 4447 customers of a bank. The data of customers is collected under 14independent explanatory variables and 1 default indicator. The objective of this thesis is toidentify optimal coefficients. READ MORE

  4. 3. Peeking Through the Leaves : Improving Default Estimation with Machine Learning : A transparent approach using tree-based models

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Elias Hadad; Angus Wigton; [2023]
    Keywords : Machine learning; Expected credit loss; Probability of default; ECL; PD; Risk Management; Credit Risk Management; Default Estimation; AI; Artificial intelligence; Fintech; Supervised learning; Decision tree; Random forest; XG boost; Transparency; Machine learning transparency;

    Abstract : In recent years the development and implementation of AI and machine learning models has increased dramatically. The availability of quality data paving the way for sophisticated AI models. Financial institutions uses many models in their daily operations. READ MORE

  5. 4. Artificial Neural Networks and Inductive Biases for Multi-Instance Multi-Modal Tabular Data : A Case Study for Default Probability Estimation in Small-to-Medium Enterprise Lending

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

    Author : Gustav Röhss; [2022]
    Keywords : ;

    Abstract : The success of artificial neural networks in homogeneous data domains such as images, textual data, and audio and other signals has had considerable impact on Machine Learning and science in general. The domain of heterogeneous tabular data, while arguably much more common, remains much less explored with regards to artificial neural networks and deep learning. READ MORE

  6. 5. Perception accuracy and user acceptance of legend designs for opacity data mapping in GIS

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Jonas Tillman; [2022]
    Keywords : GIS; Data Visualisation; Legends; Opacity; Transparency; Visual Data Encoding; Perception; Earth and Environmental Sciences;

    Abstract : In a GIS system, the need to encode geospatial data without standardized cartographic representations, such as population data, weather information, etc., on top of a map is common. This can be done with a layer on top of a base map, with the effect that the base map is partially or fully hidden. READ MORE