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credit-risk-modelling's Introduction

Credit-Risk-Modelling

I built a simple credit scoring model.

Throughout the project, I used several important data science techniques, such as:

  • Weight of evidence

  • Information value

  • Fine classing

  • Coarse classing

  • Linear regression

  • Logistic regression

  • Area Under the Curve

  • Receiver Operating Characteristic Curve

  • Gini Coefficient

  • Kolmogorov-Smirnov

  • Assessing Population Stability

  • Maintaining a model

credit-risk-modelling's People

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