Credit Risk Modelling in R

Lessons

Credit Risk Modelling – Case Studies

Classification vs. Regression Models

Case Study – German Credit – Steps to Build a Predictive Model

Import Credit Data Set in R

German Credit Data : Data Preprocessing and Feature Selection in R

Credit Modelling: Training and Test Data Sets

Build the Predictive Model

Logistic Regression Model in R

Measure Model Performance in R Using ROCR Package

Create a Confusion Matrix in R

Credit Risk Modelling – Case Study- Lending Club Data

Explore Loan Data in R – Loan Grade and Interest Rate

Credit Risk Modelling – Required R Packages

Loan Data – Training and Test Data Sets

Data Cleaning in R – Part 1

Data Cleaning in R – Part 2

Data Cleaning in R – Part 3

Data Cleaning in R – Part 5

Remove Dimensions By Fitting Logistic Regression

Create a Function and Prepare Test Data in R

Building Credit Risk Model

Credit Risk – Logistic Regression Model in R

Support Vector Machine (SVM) Model in R

Random Forest Model in R

Extreme Gradient Boosting in R

Predictive Modelling: Averaging Results from Multiple Models

Predictive Modelling: Comparing Model Results

How Insurance Companies Calculate Risk