Application of AI in Credit Scoring Modeling (BestMasters) - Softcover

Popovych, Bohdan

 
9783658401795: Application of AI in Credit Scoring Modeling (BestMasters)

Inhaltsangabe

The scope of this study is to investigate the capability of AI methods to accurately detect and predict credit risks based on retail borrowers' features. The comparison of logistic regression, decision tree, and random forest showed that machine learning methods are able to predict credit defaults of individuals more accurately than the logit model. Furthermore, it was demonstrated how random forest and decision tree models were more sensitive in detecting default borrowers.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Über die Autorin bzw. den Autor

MA Bohdan Popovych is a data scientist and a researcher in quantitative finance. The main scientific focus of the author is application of advanced analytics and artificial intelligence in finance and economics.

Von der hinteren Coverseite

The scope of this study is to investigate the capability of AI methods to accurately detect and predict credit risks based on retail borrowers' features. The comparison of logistic regression, decision tree, and random forest showed that machine learning methods are able to predict credit defaults of individuals more accurately than the logit model. Furthermore, it was demonstrated how random forest and decision tree models were more sensitive in detecting default borrowers.


About the author 
MA Bohdan Popovych is a data scientist and a researcher in quantitative finance. The main scientific focus of the author is application of advanced analytics and artificial intelligence in finance and economics.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Weitere beliebte Ausgaben desselben Titels

9783658401818: Application of AI in Credit Scoring Modeling

Vorgestellte Ausgabe

ISBN 10:  3658401818 ISBN 13:  9783658401818
Verlag: Springer Gabler, 2022
Softcover