Essays about: "Max Mjörnell"

Found 1 essay containing the words Max Mjörnell.

  1. 1. High-risk Consumer Credit Scoring using Machine Learning Classification

    University essay from Lunds universitet/Matematisk statistik

    Author : Max Mjörnell; Ludvig Levay; [2019]
    Keywords : Machine learning; Scorecard modelling; Logistic regression; Support Vector Machine; Decision Tree; Random Forest; k-Nearest Neighbors; Artificial Neural Network; Voting ensemble; SHAP; LIME; Average Precision score; Feature engineering; Mathematics and Statistics;

    Abstract : The use of statistical models in credit rating and application scorecard modelling is a thoroughly explored field within the financial sector and a central component in a credit institution’s underlying business model. The aim of this report was to apply and compare six different machine learning models in predicting credit defaults for high-risk consumer credits, using a data set provided by a Swedish consumer credit institute. READ MORE