People who are good at calculating probability and risk are few and far ... Continue reading
Risk Management
Predictive Modelling: Comparing Model Re …
AUC for each model and their performance when we set probability cutoff at ... Continue reading
Extreme Gradient Boosting in R …
Extreme Gradient Boosting has a very efficient implementation. Unlike SVM ... Continue reading
Random Forest Model in R …
Now, we will tune RandomForest model. Like SVM, we tune parameter based on ... Continue reading
Support Vector Machine (SVM) Model in R …
A support vector machine (SVM) is a supervised learning technique that ... Continue reading
Credit Risk – Logistic Regression …
To build our first model, we will tune Logistic Regression to our training ... Continue reading
Building Credit Risk Model …
The loan data typically have a higher proportion of good loans. We can ... Continue reading
Create a Function and Prepare Test Data …
When we build the model, we will need the same set of columns in the test ... Continue reading
Remove Dimensions By Fitting Logistic Re …
We will use the preProcess function from ... Continue reading
Data Cleaning in R – Part 5 …
Numeric Features Let’s look at all numeric features we have left. We ... Continue reading
Data Cleaning in R – Part 3 …
Default by States We take a look at default rate for each state. We ... Continue reading
Data Cleaning in R – Part 2 …
Attributes with Zero Variance Datasets can sometimes contain attributes ... Continue reading
Data Cleaning in R – Part 1 …
Discarding Attributes LendingClub also provides a data dictionary that ... Continue reading
Loan Data – Training and Test Data …
For building the model, we will divide our data into two different data ... Continue reading
Explore Loan Data in R – Loan Gra …
There is no set path to how one would go about analyzing a data set. ... Continue reading
Explore Financial Data in R …
Now that we have the data file in our working directory, we can load it in ... Continue reading
Credit Risk Modelling – Case Study …
To build a good model, it is important to use high quality data. For the ... Continue reading
Create a Confusion Matrix in R …
A confusion matrix is a tabular representation of Actual vs Predicted ... Continue reading
Measure Model Performance in R Using ROC …
R’s ROCR package can be used for evaluating and visualizing the performance ... Continue reading
Build the Predictive Model …
We have now gathered our data and cleansed/transformed it to suit our ... Continue reading