• Home
  • About
  • Government Consulting
  • Investment Advisory
  • Debt and Equity Funding
  • Blog
  • Careers
  • Contact Us
  • Privacy Policy
EJ Financial Corporation

Quantitative Modeling (Finance)

by admin | Sep 10, 2019 | Data Science, Finance, Machine Learning, R

Business Problem

Build a simple model to analyze how much charge-offs can we expect at any level of portfolio loan delinquency (time independent)

Regression Models Analyzed (in R)

  1. Linear Regression
  2. Non-Linear Regression
  3. Support Vector Machine
  4. K-Nearest Neighbor (KNN)
  5. Classification and Regression Tree (CART)
  6. Random Forest

Results

RMSE Comparison

Featured Articles

  • The New Future: Knowledge-based Economy Overtaking Platform-based Economy
  • AI in the Digital Age: Transforming Employment Through Innovation and Opportunity
  • Impact of AI Technology on Society and Economy
  • U.S. tariffs: Protecting Industries or Raising Prices?
  • Digital Agriculture Can Boost Economies of Low, Middle-Income Countries
  • Key Digital Technologies Transforming U.S. Agriculture
  • Will Supply Chain Issues Continue In 2023?
  • The Impact of Trade Restrictions on Global Wheat Prices
  • Global Inflation Boom
  • Data Science, Machine Learning, AI – Challenges & Solutions
  • Case Study – Machine Learning
  • Quantitative Modeling (Finance)
  • Home
  • About
  • Government Consulting
  • Investment Advisory
  • Debt and Equity Funding
  • Blog
  • Careers
  • Contact Us
  • Privacy Policy