Physical Sciences and Mathematics Commons^™

Credit Risk Analysis Using Machine Learning And Neural Networks, Dhruv Dhanesh Thanawala

Dissertations, Master's Theses and Master's Reports

A key activity within the banking industry is to extend credit to customers, hence,

credit risk analysis is critical for nancial risk management. There are various methods

used to perform credit risk analysis. In this project, we analyze German and

Australian nancial data from UC Irvine Machine Learning repository, reproducing

results previously published in literature. Further, using the same dataset and various

machine learning algorithms, we attempt to create better models by tuning available

parameters, however, our results are at best comparable to published results.

In this report, we have explained the algorithms and mathematical framework that

goes behind developing …