{"product_id":"credit-risk-analytics-predictive-modeling-techniques-comparison-von-ravinder-singh","title":"Credit Risk Analytics: Predictive Modeling Techniques Comparison","description":"\u003cp\u003eCredit Scoring studies are very important for any financial house. Both traditional statistical and  modern data mining\/machine learning tools have been evaluated in the credit scoring problem.  Predictive modeling defaulter risk is one of the important problems in credit risk management.  There are quite a few aggregate models and data driven models available in literature  But very few of the studies facilitate the comparison of majority of the commonly employed  tools in single comprehensive study. Additionally no study assesses the performance on more  then two data sets and reports the results at the same time. So a macro or a simulator is designed  which would work on multiple data sets and make the process of credit scoring transparent to the  novice user. In initial stage, tools were compared using Dtreg predictive modeling software.  Subsequently a SAS macro is developed to evaluate the effectiveness of tools available in SAS  enterprise miner.  The results revealed that support vector machine and genetic programming are superior tools for  the purpose of classifying the loan applicant as their misclassification rates were least as  compared to others. Also cross validation is essentia\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783659300868\"\u003e\u003ch3\u003eAutomated comparison of various predictive modeling techniques on credit card data\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783659300868","offer_id":39485359423581,"sku":"9783659300868","price":59.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/413f938d-2ad7-4a07-a371-110c633f86f6.jpg?v=1774679959","url":"https:\/\/shop.autorenwelt.de\/products\/credit-risk-analytics-predictive-modeling-techniques-comparison-von-ravinder-singh","provider":"Autorenwelt Shop","version":"1.0","type":"link"}