Credit Risk Analytics: Predictive Modeling Techniques Comparison | Automated comparison of various predictive modeling techniques on credit card data

Ravinder Singh

ISBN 10: 3659300861 / ISBN 13: 9783659300868

Published by LAP LAMBERT Academic Publishing, 2013

About this Item

Credit Risk Analytics: Predictive Modeling Techniques Comparison | Automated comparison of various predictive modeling techniques on credit card data | Ravinder Singh | Taschenbuch | 156 S. | Englisch | 2013 | LAP LAMBERT Academic Publishing | EAN 9783659300868 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.

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Bibliographic Details

• Title: Credit Risk Analytics: Predictive Modeling Techniques Comparison | Automated comparison of various predictive modeling techniques on credit card data
• Publisher: LAP LAMBERT Academic Publishing
• Publication Date: 2013
• Language: English
• ISBN 10: 3659300861
• ISBN 13: 9783659300868
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 220W x 150H x 10D millimeters 220 millimeters width by 150 millimeters height by 10 millimeters depth
• Weight: 250 grams
• Seller catalogs:
  • Bücher

About this title

Synopsis

Credit Scoring studies are very important for any financial house. Both traditional statistical and modern data mining/machine learning tools have been evaluated in the credit scoring problem. Predictive modeling defaulter risk is one of the important problems in credit risk management. There are quite a few aggregate models and data driven models available in literature But very few of the studies facilitate the comparison of majority of the commonly employed tools in single comprehensive study. Additionally no study assesses the performance on more then two data sets and reports the results at the same time. So a macro or a simulator is designed which would work on multiple data sets and make the process of credit scoring transparent to the novice user. In initial stage, tools were compared using Dtreg predictive modeling software. Subsequently a SAS macro is developed to evaluate the effectiveness of tools available in SAS enterprise miner. The results revealed that support vector machine and genetic programming are superior tools for the purpose of classifying the loan applicant as their misclassification rates were least as compared to others. Also cross validation is essentia

About the Author

Ravinder Singh, ME(Master of Engineering), Data Analyst/Predictive Modeler/SAS consultant at Knowledge Business solutions,Bangalore, SAS advance certified