bigtoga / creditriskpaper Goto Github PK

Codes for replication and implementation of techniques in our credit risk article.

In this repo, we provide codes used in the "Credit Risk Analysis Using Machine and Deep Learning Models". Given that we can not provide access to the dataset, we have generated data with 10 observations keeping the same structure as original data. We made use of H2o, which is an open-source machine learning platform for enterprises.

• CreditRisk_Main.Rmd contains all you need to replicate or adapted the code for your usecase :)

• creditdata.csv is the main dataset.

• data4drive folder containing train, validation and test dataset. Please note that the data files are empty since we are not allow to share such information.

Special credit to the H2o.ai team for making the machine learning platform open-sourced.

Have fun playing with the code with your data.

Cheers! :)