Student Work
Predicting Bank License Revocation
公开可下载的内容
open in viewerThe Central Bank of Russia has revoked 20% of all bank licenses since 2012. This project sought to determine a computational method for forecasting the probability of license revocation. To do this, we compared two classification algorithms, logistic regression and random forest. Using a Random Forest classifier produced higher F1 scores than logistic regression. We recommend that Deloitte continues the development of a random forest model by investigating clustering and additional features to improve the model’s performance.
- This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
- Creator
- Subject
- Publisher
- Identifier
- E-project-101716-093448
- 关键词
- Advisor
- Year
- 2016
- Center
- Sponsor
- Date created
- 2016-10-17
- 地点
- Moscow
- Resource type
- Rights statement
关系
- 属于 Collection:
项目
单件
缩略图 | 标题 | 公开度 | Embargo Release Date | 行动 |
---|---|---|---|---|
Final_Report.pdf | 公开 | 下载 | ||
Deloitte_Final_Presentation.pdf | 公开 | 下载 | ||
Deloitte_Source_Code.zip | 公开 | 下载 | ||
Deloitte_Results.zip | 公开 | 下载 |
Permanent link to this page: https://digital.wpi.edu/show/d504rk81t