A machine learning approach to credit default prediction and Individual credit scoring
This thesis is submitted in partial fulfilment of the requirements for the degree of Bachelor of Science in Computer Science and Engineering, 2018.
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| שפה: | English |
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BRAC University
2018
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| גישה מקוונת: | http://hdl.handle.net/10361/10956 |
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10361-10956 |
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10361-109562022-01-26T10:20:07Z A machine learning approach to credit default prediction and Individual credit scoring Rahman, Md. Jaber Ahmed, Hasib Alam, A. N. M. Sajedul Majumdar, Mahbub Alam Mostakim, Moin Department of Computer Science and Engineering, BRAC University Credit risk Credit score Machine learning Data mining. Artificial intelligence--Machine learning Credit scoring systems. This thesis is submitted in partial fulfilment of the requirements for the degree of Bachelor of Science in Computer Science and Engineering, 2018. Cataloged from PDF version of thesis. Includes bibliographical references (pages 63-64). In our country the credit scoring system is not in practice yet so as for our undergrad thesis, we have taken upon the challenge of delivering a model well equipped with machine learning techniques to predict loan defaults. Here our main goal is to forecast credit defaults using machine-learning techniques and so we developed a model to output a target score, known as “credit score” which will describe the trustworthiness of an individual for getting a loan. We trained and tested this model based on ‘German credit data’, which was modified later on. We have Figured out 37 features based on which the data were taken and then after feature selection, we narrowed the number to 23 only by means of feature selection. Then again after thorough observations we analyzed the dataset with different models like Logistic Regression, FLDA, Naïve Bayes, Decision tree, Gradient Boosting tree, Random Forest etc. After that we made a scoring format using weights derived from information gains and also depending on their correlations, which will ensure the assigning of credit score to an individual. Later on we predicted who should receive loan on basis of the scores generated and this prediction was done using a decision tree. Md. Jaber Rahman Hasib Ahmed A. N. M. Sajedul Alam B. Computer Science and Engineering 2018-12-04T06:06:15Z 2018-12-04T06:06:15Z 2018 2018 Thesis ID 14301041 ID 14301095 ID 12201027 http://hdl.handle.net/10361/10956 en BRAC University theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. 64 pages application/pdf BRAC University |
| institution |
Brac University |
| collection |
Institutional Repository |
| language |
English |
| topic |
Credit risk Credit score Machine learning Data mining. Artificial intelligence--Machine learning Credit scoring systems. |
| spellingShingle |
Credit risk Credit score Machine learning Data mining. Artificial intelligence--Machine learning Credit scoring systems. Rahman, Md. Jaber Ahmed, Hasib Alam, A. N. M. Sajedul A machine learning approach to credit default prediction and Individual credit scoring |
| description |
This thesis is submitted in partial fulfilment of the requirements for the degree of Bachelor of Science in Computer Science and Engineering, 2018. |
| author2 |
Majumdar, Mahbub Alam |
| author_facet |
Majumdar, Mahbub Alam Rahman, Md. Jaber Ahmed, Hasib Alam, A. N. M. Sajedul |
| format |
Thesis |
| author |
Rahman, Md. Jaber Ahmed, Hasib Alam, A. N. M. Sajedul |
| author_sort |
Rahman, Md. Jaber |
| title |
A machine learning approach to credit default prediction and Individual credit scoring |
| title_short |
A machine learning approach to credit default prediction and Individual credit scoring |
| title_full |
A machine learning approach to credit default prediction and Individual credit scoring |
| title_fullStr |
A machine learning approach to credit default prediction and Individual credit scoring |
| title_full_unstemmed |
A machine learning approach to credit default prediction and Individual credit scoring |
| title_sort |
machine learning approach to credit default prediction and individual credit scoring |
| publisher |
BRAC University |
| publishDate |
2018 |
| url |
http://hdl.handle.net/10361/10956 |
| work_keys_str_mv |
AT rahmanmdjaber amachinelearningapproachtocreditdefaultpredictionandindividualcreditscoring AT ahmedhasib amachinelearningapproachtocreditdefaultpredictionandindividualcreditscoring AT alamanmsajedul amachinelearningapproachtocreditdefaultpredictionandindividualcreditscoring AT rahmanmdjaber machinelearningapproachtocreditdefaultpredictionandindividualcreditscoring AT ahmedhasib machinelearningapproachtocreditdefaultpredictionandindividualcreditscoring AT alamanmsajedul machinelearningapproachtocreditdefaultpredictionandindividualcreditscoring |
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1814309187714285568 |