Application of AI in Credit Scoring Modeling
Bohdan Popovych
Broschiertes Buch

Application of AI in Credit Scoring Modeling

Versandkostenfrei!
Versandfertig in 6-10 Tagen
67,99 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
34 °P sammeln!
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.