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http://hdl.handle.net/2445/142421| Title: | Two-Layer Feed Forward Neural Network (TLFN) in Predicting Loan Default Probability |
| Author: | Rusiñol de Rueda, Marcos |
| Director/Tutor: | Vegas Lozano, Esteban Reverter Comes, Ferran Torra Porras, Salvador |
| Keywords: | Estadística Risc de crèdit Intel·ligència artificial Treballs de fi de grau Statistics Credit risk Artificial intelligence Bachelor's theses |
| Issue Date: | Jun-2019 |
| Abstract: | (eng) The main objective of the thesis is to apply a Neural Network (NN) approach in the PD used to assess whether a credit operation is granted or not. That is, given an operation, the NN model should predict whether it is granted [0], or not granted [1]. Credit Risk Models and Deep Learning concepts are also explained. |
| Note: | Treballs Finals del Grau d'Economia i Estadística. Doble titulació interuniversitària, Universitat de Barcelona i Universitat Politècnica de Catalunya. Curs: 2019-2020. Tutors: Esteban Vegas Lozano ; Ferran Reverter Comes; Salvador Torra Porras |
| URI: | http://hdl.handle.net/2445/142421 |
| Appears in Collections: | Treballs Finals de Grau (TFG) - Estadística i Economia (Doble Grau UB-UPC) |
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