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Machine Learning and Artificial Intelligence for Credit Risk Analytics

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Machine Learning and Artificial Intelligence for Credit Risk Analytics Synopsis

A comprehensive, practical toolkit for applying ML and AI to day-to-day credit risk management challenges. Beginning with coverage of data management in banking, it goes on to discuss individual and multiple classifier approaches, reinforcement learning and AI in credit portfolio modelling, lifetime PD modelling, LGD modelling and EAD modelling. Fully worked examples in Python and R appear throughout, with source code provided on the companion website.

About This Edition

ISBN: 9781119781059
Publication date:
Author: Tiziano Bellini
Publisher: John Wiley & Sons, Inc. an imprint of Wiley
Format: Hardback
Pagination: 304 pages
Series: Wiley Finance Series
Genres: Finance and accounting

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