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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
Credit risk
Artificial intelligence
Bachelor's thesis
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
Appears in Collections:Treballs Finals de Grau (TFG) - Estadística i Economia (Doble Grau UB-UPC)

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