Items related to Application of AI in Credit Scoring Modeling (BestMasters)

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

Popovych, Bohdan

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

Synopsis

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.

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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.

From the Back Cover

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.

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9783658401818: Application of AI in Credit Scoring Modeling

Featured Edition

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