Application of AI in Credit Scoring Modeling
Seiten
2022
|
1st ed. 2022
Springer Fachmedien Wiesbaden GmbH (Verlag)
978-3-658-40179-5 (ISBN)
Springer Fachmedien Wiesbaden GmbH (Verlag)
978-3-658-40179-5 (ISBN)
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.
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.
Introduction.- Theoretical Concepts of Credit Scoring.- Credit Scoring Methodologies.- Empirical Analysis.- Conclusion.- References.
| Erscheinungsdatum | 09.12.2022 |
|---|---|
| Reihe/Serie | BestMasters |
| Zusatzinfo | XV, 83 p. 22 illus. Textbook for German language market. |
| Verlagsort | Wiesbaden |
| Sprache | englisch |
| Maße | 148 x 210 mm |
| Gewicht | 142 g |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
| Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft | |
| Schlagworte | AI • credit risk • Credit Scoring • machine learning • Probability of Default • random forest |
| ISBN-10 | 3-658-40179-6 / 3658401796 |
| ISBN-13 | 978-3-658-40179-5 / 9783658401795 |
| Zustand | Neuware |
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