Found an issue? Give us feedback

DSpace at Tartu Univ...arrow_drop_down

DSpace at Tartu University Library

Master thesis . 2022

License: CC BY NC ND

Data sources: DSpace at Tartu University Library

Select content type to embed

All Research products

arrow_drop_down

<script type="text/javascript">
<!--
document.write('<div id="oa_widget"></div>');
document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=undefined&type=result"></script>');
-->
</script>

COPY SCRIPT

For further information contact us at helpdesk@openaire.eu

Krediidiriski hindamine valdavalt kategoriaalsete andmete põhjal

Name: Krediidiriski hindamine valdavalt kategoriaalsete andmete põhjal
Creator: Pajumets, Annela
Keywords: LASSO regressioon, credit risk, logistic regression, logistiline regressioon, kategoriaalsed tunnused, krediidirisk, klassifitseerimispuu, gradient boosting, LASSO regression, categorical variables

descriptionPublicationkeyboard_double_arrow_right Master thesis 01 Jan 2022 Estonia Estonian

Authors: Pajumets, Annela;

Krediidiriski hindamine valdavalt kategoriaalsete andmete põhjal

- Summary
- Subjects
- Metrics

Abstract

Käesoleva magistritöö eesmärgiks on välja selgitada otstarbekad meetodid krediidiriski hindamiseks, kui argumenttunnused on valdavalt kategoriaalsed. Töös võrreldakse nelja erinevat prognoosimudelit – logistilist regressiooni, LASSO regressiooni, klassifitseerimispuud ning gradient boosting algoritmi. Töös kasutatav andmestik sisaldab infot väikelaenu saanud isikute kohta ning uuritavaks tunnuseks on laenu staatus, mis kirjeldab, kas laen on krediidiasutusele tagastatud või mitte.

Country

Estonia

Related Organizations

University of Tartu
Estonia

Keywords

LASSO regressioon, credit risk, logistic regression, logistiline regressioon, kategoriaalsed tunnused, krediidirisk, klassifitseerimispuu, gradient boosting, LASSO regression, categorical variables, classification tree

Impact byBIP!

	citations This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	0
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Average
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average

Found an issue? Give us feedback

Average

Green