Browsing Master Thesis by Author "Marte, Arvin"
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Machine learning in default Prediction : the incremental power of machine learning techniques in mortgage default prediction
Marte, Arvin (Master thesis, 2019)In this thesis, alternative machine learning techniques have been used to test if these perform better than a Logistic Regression in predicting default on retail mortgages. It is found that the ROC AUC statistic is ...