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TFG.pdf (3.62 MB)

Document type

Bachelor thesis

Publication date

2019-06

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cc by-nc-nd (c) Rusiñol de Rueda, 2019
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/142421

Two-Layer Feed Forward Neural Network (TLFN) in Predicting Loan Default Probability

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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.

Description

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

Subject

Estadística, Risc de crèdit, Intel·ligència artificial, Treballs de fi de grau

Subject (English)

Statistics, Credit risk, Artificial intelligence, Bachelor's theses

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Treballs Finals de Grau (TFG) - Estadística i Economia (Doble Grau UB-UPC)

Citation

RUSIÑOL DE RUEDA, Marcos. Two-Layer Feed Forward Neural Network (TLFN) in Predicting Loan Default Probability. [consulted: 18 of August of 2026]. Available at: https://hdl.handle.net/2445/142421

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