Essays about: "Natalija Stanojlovic"

Found 1 essay containing the words Natalija Stanojlovic.

  1. 1. Deep Learning Approach for Time- to-Event Modeling of Credit Risk

    University essay from KTH/Matematisk statistik

    Author : Mehnaz Kazi; Natalija Stanojlovic; [2022]
    Keywords : Survival Analysis; Credit Risk; Credit Scoring; Time-To-Event; Default Probability; Överlevnadsanalys; Kreditrisk; Kreditprövning; Tid-till-utfall; Sannolikhet för fallissemang;

    Abstract : This thesis explores how survival analysis models performs for default risk prediction of small-to-medium sized enterprises (SME) and investigates when survival analysis models are preferable to use. This is examined by comparing the performance of three deep learning models in a survival analysis setting, a traditional survival analysis model Cox Proportional Hazards, and a traditional credit risk model logistic regression. READ MORE