Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/178720
Title: Automatic Machine Learning for Insurance: H2O Experiment
Author: Valle Nofuentes, Samuel
Director/Tutor: Torra Porras, Salvador
Keywords: Aprenentatge automàtic
Companyies d'assegurances
Sistema binari (Matemàtica)
Tesis de màster
Machine learning
Insurance companies
Binary system (Mathematics)
Masters theses
Issue Date: 2021
Abstract: This thesis provides an introduction of machine learning (ML), shows the implication that ML has on the insurance sector and takes a special consideration to the H2O ensemble modelling approach for the insurance claim fraud detection binary classification. The aim of this thesis is to study the H2O Automatic ML potential and compare the results generated with traditional algorithms such as lineal perceptron, Logistic Regression, multilayer perceptron, support vector machine and decision tree. Using H2O web interface or R programming, not only the most efficient ML algorithms are obtained with no effort but also provide better modelling metrics than traditional methods.
Note: Treballs Finals del Màster de Ciències Actuarials i Financeres, Facultat d'Economia i Empresa, Universitat de Barcelona, Curs: 2020-2021, Tutor: Dr. Salvador Torra Porras
URI: http://hdl.handle.net/2445/178720
Appears in Collections:Màster Oficial - Ciències Actuarials i Financeres (CAF)

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