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Deep Learning Survival Analysis for Consumer Credit Risk Modelling

Deep Learning Survival Analysis for Consumer Credit Risk Modelling

Open Data Science via YouTube Direct link

Survival in ML era

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Survival in ML era

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Deep Learning Survival Analysis for Consumer Credit Risk Modelling

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  1. 1 Intro
  2. 2 Credit Risk of Personal Loans
  3. 3 Credit Risk Scorecard
  4. 4 Types of supervised learning
  5. 5 Survival analysis
  6. 6 Classic Survival Models
  7. 7 Survival in ML era
  8. 8 Deep Learning Survival Models
  9. 9 Predictions
  10. 10 Censorship assumption
  11. 11 Competing hazard objective function
  12. 12 Competing hazard model

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