Essays about: "Linnéa Machado"

Found 1 essay containing the words Linnéa Machado.

  1. 1. Credit risk modelling and prediction: Logistic regression versus machine learning boosting algorithms

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Linnéa Machado; David Holmer; [2022]
    Keywords : Machine learning; Credit risk; Logistic regression; Decision trees;

    Abstract : The use of machine learning methods in credit risk modelling has been proven to yield good results in terms of increasing the accuracy of the risk score as- signed to customers. In this thesis, the aim is to examine the performance of the machine learning boosting algorithms XGBoost and CatBoost, with logis- tic regression as a benchmark model, in terms of assessing credit risk. READ MORE