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Analyses of default predicted models for a single family loan
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Orientador(es)
Resumo(s)
This study aims to explore the possibility of a financial entity to produce a predicted model of default.
The study aims to compares the performance of an existing model, the FICO and an alternative model, based on cluster analysis method with dataset available.
A third option is presented for the analyses of default, which it is the junction of both models. This third method can be implemented in two different ways: the two models agreeing with acceptance of the loan or the two models approving the rejection of the loan.
Descrição
Palavras-chave
Credit Scoring Clustering Analyses Mortgage default Behaviour Statistical Model