R-codebase for a scientific research article, titled "Defining and comparing SICR-events for classifying impaired loans under IFRS 9"
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Nov 27, 2024 - R
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credit-risk-modelling
Here are 6 public repositories matching this topic...
Discover a comprehensive approach to constructing credit risk models. We employ various machine learning algorithms like LightGBM and CatBoost, alongside ensemble techniques for robust predictions. Our pipeline emphasizes data integrity, feature relevance, and model stability, crucial elements in credit risk assessment.
pandas lightgbm apache-parquet data-aggregation memory-optimization polars catboost-classifier credit-risk-modelling
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Aug 15, 2024 - Jupyter Notebook
🎯 Machine Learning Credit Risk Model Advanced credit risk assessment model using logistic regression with WoE transformation. Achieves 0.85 AUROC and 0.71 Gini coefficient for accurate loan default prediction. 📊 Key Metrics: 85% AUROC 98% PR-AUC 0.56 KS Statistic 🛠️ Built with Python, scikit-learn, pandas & imblearn Tags: #MachineLearning
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Jan 30, 2025 - Jupyter Notebook
Built a Logistic Regression model for loan risk prediction, focusing on credit risk and improving high-risk loan detection.
machine-learning logistic-regression data-preprocessing binary-classification imbalanced-data model-evaluation credit-risk-assessment precision-recall credit-risk-analysis credit-risk-modelling
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Jan 3, 2025 - Jupyter Notebook
The objective of this project is to build a model to predict probability of a client defaulting a loan.
machine-learning random-forest exploratory-data-analysis python3 kfold-cross-validation credit-risk credit-risk-modelling
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May 6, 2022 - Jupyter Notebook
R-codebase for a scientific research article, titled "The TruEnd-procedure: Treating trailing zero-valued balances in credit data"
survival-analysis optimisation decision-analysis credit-risk-modelling data-errors loss-given-default
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Nov 27, 2024 - R
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