Credit Risk Analytics: Predictive Modeling Techniques Comparison
Automated comparison of various predictive modeling techniques on credit card data
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The book delves into the critical role of credit scoring in financial institutions, evaluating both traditional statistical methods and modern machine learning techniques. It highlights the importance of predictive modeling for assessing defaulter risk and addresses the lack of comprehensive studies comparing various tools. A macro is designed to enhance transparency in credit scoring, utilizing Dtreg and SAS Enterprise Miner for analysis. Findings indicate that support vector machines and genetic programming excel in classifying loan applicants, emphasizing the significance of cross-validation in these assessments.
Buchkauf
Credit Risk Analytics: Predictive Modeling Techniques Comparison, Ravinder Singh
- Sprache
- Erscheinungsdatum
- 2012
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- (Paperback)
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- Titel
- Credit Risk Analytics: Predictive Modeling Techniques Comparison
- Untertitel
- Automated comparison of various predictive modeling techniques on credit card data
- Sprache
- Englisch
- Autor*innen
- Ravinder Singh
- Erscheinungsdatum
- 2012
- Einband
- Paperback
- Seitenzahl
- 156
- ISBN13
- 9783659300868
- Kategorie
- Wirtschaft
- Beschreibung
- The book delves into the critical role of credit scoring in financial institutions, evaluating both traditional statistical methods and modern machine learning techniques. It highlights the importance of predictive modeling for assessing defaulter risk and addresses the lack of comprehensive studies comparing various tools. A macro is designed to enhance transparency in credit scoring, utilizing Dtreg and SAS Enterprise Miner for analysis. Findings indicate that support vector machines and genetic programming excel in classifying loan applicants, emphasizing the significance of cross-validation in these assessments.