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Credit Risk Modelling - Probability of Default: Model Comparison & XAI

Credit Risk Modelling - Probability of Default: Model Comparison & XAI

The case provides a step-by-step approach to compare different classification Machine Learning models to calculate the Probability to Default (PD). Fine tune the hyper-parameters to increase accuracy of the selected classification model and application of XAI to interpret model predictions at a customer level, using LIME and SHAP.

Banking & Finance

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