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Applying machine learning to the prediction of defaults in loans

Cornelissen, M.A.P. (2018) Applying machine learning to the prediction of defaults in loans.

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Abstract:The goal of this thesis is to compare the predictive performance of several machine learning algorithms in their capability to predict defaults in loans. This is done to comeupwithvaluableinformationaboutwhichalgorithmsaremostsuitableforthis task. Such information is required before machine learning can be implemented in practice to predict defaults. To determine the performance, several algorithms that can be used to classify samples have been implemented. Those are used to predict the defaults and the performance of each of the algorithms is measured.
Item Type:Essay (Master)
Clients:
Accenture, Netherlands
Faculty:BMS: Behavioural, Management and Social Sciences
Subject:83 economics
Programme:Industrial Engineering and Management MSc (60029)
Link to this item:http://purl.utwente.nl/essays/75060
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