Essays about: "thesis on credit using regression"

Showing result 6 - 10 of 31 essays containing the words thesis on credit using regression.

1. 6. Peeking Through the Leaves : Improving Default Estimation with Machine Learning : A transparent approach using tree-based models

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Elias Hadad; Angus Wigton; [2023]
   Keywords : Machine learning; Expected credit loss; Probability of default; ECL; PD; Risk Management; Credit Risk Management; Default Estimation; AI; Artificial intelligence; Fintech; Supervised learning; Decision tree; Random forest; XG boost; Transparency; Machine learning transparency;

   Abstract : In recent years the development and implementation of AI and machine learning models has increased dramatically. The availability of quality data paving the way for sophisticated AI models. Financial institutions uses many models in their daily operations. READ MORE

3. 7. Evaluation of the decision-making process for credit decisions at Preem AB

   University essay from KTH/Matematisk statistik

   Author : Annie Holgersson; Theresa Döös; [2022]
   Keywords : credit; applied mathematics; statistics; logistic regression; kredit; tillämpad matematik; statistik; logistisk regression;

   Abstract : The purpose of the following bachelor thesis report within mathematical statistics was to evaluate the decision making process at the credit department at Preem AB. The study used a logistic regression model to find a relationship between the probability of an application for credit being accepted and some quantitative and categorical factors about the applicant. READ MORE

4. 8. PV self-consumption: Regression models and data visualization

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Martos Tóth; [2022]
   Keywords : Self-Consumption; photovoltaics; battery; machine learning; solar energy; random forest; k-nearest neighbor; multi-layer perceptron; lasso regression; ridge regression; linear regression; Egenanvändning; photovoltaics; batteri; maskininlärning; solenergi; random forest; k-nearest neighbors; multi-layer perceptron; lasso regression; ridge regression; linjär regression;

   Abstract : In Sweden the installed capacity of the residential PV systems is increasing every year. The lack of feed-in-tariff-scheme makes the techno-economic optimization of the PV systems mainly based on the self-consumption. The calculation of this parameter involves hourly building loads and hourly PV generation. READ MORE

5. 9. Imbalanced Predictions

   University essay from Lunds universitet/Statistiska institutionen

   Author : Stella Säfström; [2022]
   Keywords : Imbalanced data; cost-sensitive learning; SMOTE; random undersampling; Mathematics and Statistics;

   Abstract : The aim of the thesis is to evaluate solutions to the class imbalance problem using real world data sets with varying degrees of class imbalance. The analysis is limited to binary classification. Three large data sets relating to credit card fraud, vehicle insurance and heart disease are used for the analysis. READ MORE

6. 10. 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