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東海大學資訊工程學系-最新消息--應數系演講10/24-Credit Risk Modeling with Machine Learning

應數系演講10/24-Credit Risk Modeling with Machine Learning

  • 單位 : 系辦公室
  • 分類 :
  • 點閱 : 151
  • 日期 : 2018-10-04

時間:1071024()13:10-14:00

地點:大智慧科技大樓5 ST527
   
主講人
:段愛慧博士 (廈門大學馬來西亞分校助理教授)

 

   

Title:Credit Risk Modeling with Machine Learning 採用機器學習建立信用風險模型

Abstract:
Credit scoring is a useful policy-making method for banks to make decisions as to whether loans should be granted. The German credit
data set is a classical data set used to establish credit-scoring models. However, the classification accuracies have only been on
average, around 75%. In this talk, I will introduce state-of-the-art learners that have used to establish credit scoring models. If time
allows, I will discuss the possible reasons of why no breakthroughs have been achieved thus far in improving the classification accuracy.