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Credit Risk Analysis In Peer To Peer Lending Data Set: Lending Club, Mohammad Mubasil Bokhari
Credit Risk Analysis In Peer To Peer Lending Data Set: Lending Club, Mohammad Mubasil Bokhari
Senior Projects Spring 2019
This project studies the classification variable ‘default’ in Peer to Peer lending dataset known as Lending Club. The project improved on existing work in terms of accuracy, F-1 measure, precision, recall, and root mean squared error. We explored balancing techniques such as oversampling the minority class, undersampling the majority class, and random forests with balanced bootstraps. We also analyzed and proposed new features that improve the Learner performance.