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  1. 1. Modelling default probabilities: The classical vs. machine learning approach

    University essay from KTH/Matematisk statistik

    Author : Filip Jovanovic; Paul Singh; [2020]
    Keywords : Machine learning; gradient boosting; pd-modelling; CatBoost; Random Forest; Logistic Regression; Maskininlärning; gradient boosting; fallissemangmodellering; CatBoost; Random Forest; Logistisk Regression;

    Abstract : Fintech companies that offer Buy Now, Pay Later products are heavily dependent on accurate default probability models. This is since the fintech companies bear the risk of customers not fulfilling their obligations. READ MORE