cpumarfrohberg/playground_default_rates

First stab at predicting a long-term default rate using PyMC framework

Predict Default Rates

Project Description

Iterate thru different models for predicting theoretic default rates in the lending business based on `PyMC`-framework.

Content of the project

• build models for comparing new vs. repeated clients' default rates
• build models for comparing clients' default rates as functions of their geographic locations

Conclusions

• (...)

Next steps

• dockerize

Author

Carlos Pumar-Frohberg

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🤝 Support

Comments, questions and/or feedback are welcome!