An ELO-rating model for loan default prediction
Scoring loan applicants the way chess rates players — against a model applicant who repaid — with a confidence interval that says when to buy a credit report.
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Topic archive
Models, lending and the evidence behind financial decisions.
Scoring loan applicants the way chess rates players — against a model applicant who repaid — with a confidence interval that says when to buy a credit report.
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Averaging the sentiment of each day’s news about Facebook and reading it against the share price, June to July 2019.
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