Essays about: "Short-term Default Prediction"

Found 4 essays containing the words Short-term Default Prediction.

  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. Predicting Bankruptcy with Machine Learning Models

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Thea Åkerblom; [2022]
    Keywords : ;

    Abstract : This thesis explores the predictive power of different machine learning algorithms in Swedish firm defaults. Both firm-specific variables and macroeconomic variables are used to calculate the estimated probabilities of firm default. READ MORE

  4. 3. Prediction of Short-term Default Probability of Credit Card Invoices Using Behavioural Data

    University essay from KTH/Matematisk statistik

    Author : Billy Lu; [2022]
    Keywords : Probability of Default; Credit Risk; Short-term Default Prediction; Machine Learning; Gradient Boosting; Thresholding; Sannolikheten för Fallissemang; Kreditrisk; Kortsiktig Fallissemang Prediktion; Maskininlärning; Gradientförstärkning; Tröskling;

    Abstract : Probability of Default (PD) is a standard metric to model and monitor credit risk, a major risk facing financial institutions. Traditional PD models are used to forecast risk levels in the long-term, while short-term PD predictions are rarer, but they can support management decisions on an operational level. READ MORE

  5. 4. Application of Road Infrastructure Safety Assessment Methods at Intersections

    University essay from Linköpings universitet/Kommunikations- och transportsystem; Linköpings universitet/Tekniska högskolan

    Author : Adeyemi Adedokun; [2016]
    Keywords : Accident Prediction Models; Black Spot Management; Intersections; PTV Visum Safety; STRADA; Street-Audit; Traffic Safety;

    Abstract : Traffic safety at intersections is a particularly difficult phenomenon to study, given the fact that accidents occur randomly in time and space thereby making short-term measurement, assessment and comparison difficult. The EU directive 2008/96/EC introduced road infrastructure safety management, which offers a five layer structure for developing safer road infrastructure has been used to develop tools for accident prediction and black spot management analysis which has been applied in this work to assess the safety level of intersections in Norrköping city in Sweden. READ MORE