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題名 Statistical learning for analysis of credit risk data
作者 陳立榜
Chen, Li-Pang
貢獻者 統計系
關鍵詞 Credit scoring; data analysis; financial distress; machine learning
日期 2021-04
上傳時間 21-Sep-2022 11:45:59 (UTC+8)
摘要 In the financial sector, credit risk and financial modeling have been widely explored in practice, establishing particular scale characterization through pre-existing models and now the introduction of machine learning approaches. Our investigation is to generate a prediction model on a "Give Me Some Credit" dataset from Kaggle to help understand credit scoring and potential patterns of delinquency. Using various analytical models based on machine learning methods, risk levels of future credit loans are identified by accurately predicting the probability of an individual experiencing future financial distress. The results of data analysis in terms of the accuracy and the quality of the classifier.......
關聯 IOSR Journal of Mathematics, Volume 17, Issue 2, Series 4, pp.45-51
資料類型 article
dc.contributor 統計系
dc.creator (作者) 陳立榜
dc.creator (作者) Chen, Li-Pang
dc.date (日期) 2021-04
dc.date.accessioned 21-Sep-2022 11:45:59 (UTC+8)-
dc.date.available 21-Sep-2022 11:45:59 (UTC+8)-
dc.date.issued (上傳時間) 21-Sep-2022 11:45:59 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/142024-
dc.description.abstract (摘要) In the financial sector, credit risk and financial modeling have been widely explored in practice, establishing particular scale characterization through pre-existing models and now the introduction of machine learning approaches. Our investigation is to generate a prediction model on a "Give Me Some Credit" dataset from Kaggle to help understand credit scoring and potential patterns of delinquency. Using various analytical models based on machine learning methods, risk levels of future credit loans are identified by accurately predicting the probability of an individual experiencing future financial distress. The results of data analysis in terms of the accuracy and the quality of the classifier.......
dc.format.extent 145 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) IOSR Journal of Mathematics, Volume 17, Issue 2, Series 4, pp.45-51
dc.subject (關鍵詞) Credit scoring; data analysis; financial distress; machine learning
dc.title (題名) Statistical learning for analysis of credit risk data
dc.type (資料類型) article
dc.identifier.doi (DOI) 10.9790/5728-1702044551