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Debashis Dutta's Projects

cecl-modelling-implementation icon cecl-modelling-implementation

Forecasted the Expected Credit Loss, over the lifetime of the mortgage. Built Loan-level PD Model using Markov Chain Transition Matrix and logistic regression with six transition states and validated them using backtesting.

coursera_capstone-7 icon coursera_capstone-7

This repository contains the data science Capstone project for the IBM Data Science Professional Certificate.

credit-risk icon credit-risk

Credit Risk - IRB Model Validation - BASEL Requirement

credit-risk-anaytics-the-r-companion icon credit-risk-anaytics-the-r-companion

The rep contains the R files from Credit Risk Analytics: the R Companion, from H Scheule, D Rosch an B Baesens. Unfortunately, when I bought the book, I could not find the R files accompanying the book. So I decided to create the R files from the snippets of codes in the book. Hope you find the files useful. I also think this is an excellent book for those with an experience in both credt risk models and programming in R. If instead you want to learn R or credit risk, this is not the best book for you.

credit-risk-model-1 icon credit-risk-model-1

Read Me File: 1. Type into the command line: cd Desktop 2. Drag the DecisionTree.java file along with all the data file on the Desktop ( Or skip the step 1 and directly drag DecisionTree. java file along with all the data file to the default directory path) 3.Type into the command line: javac DecisionTree.java (After this step , should generate three class file) 4.Type into the command line: java DecisionTree 1 training_set.csv validation_set.csv test_set.csv 1 (Or other argument or data file name that match the input argument format) Random Attribute Selection part: This part in the code starts from line 567. Unlike chooseBestAttribute method which choosing the largest IG of each attribute, chooseRandomtAttribute choose a random attribute column and return to the generate decision tree(line 431) method for next iteration, and we will use random generator to choose the random index and guarantee randomness.To test the decision tree based on random attribute selection, simply replace line 476 "chooseBestAttribute" with "chooseRandomAttribute".

credit-risk.machine-learning-application. icon credit-risk.machine-learning-application.

This work aim to, on one side, the backend code develop on Python Notebook (code_credit_scoring_np.ipynb), for reason of readability, to find the best Hyperparameter in order to achieve the best forecast for the credit scoring with algorithm we analize during the thesis

creditcardanalysis icon creditcardanalysis

Credit card risk analysis logistic model The project includes Data exploration Missing. value treatment Model. building Model validation Business Interpretation

creditriskpaper icon creditriskpaper

Codes for replication and implementation of techniques in our credit risk article

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