Оцінювання кредитного ризику з використанням методів машинного навчання
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Date
2024
Authors
Галузинський, Артем
Journal Title
Journal ISSN
Volume Title
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Abstract
The practical meaning of such research is to broaden perspective over the credit risk solutions which are capable to be addressed to machine learning, what are the specifications of usage, possible limitations opposed to the capabilities and strengths for each specific situation relevant to credit risk.
Description
Keywords
logistic regression, random forest variable importance algorithm, estimates of default probabilities, applying Monte-Carlo, high non-linearity, бакалаврська робота