Lhierarch/Big-data-in-Finance-Credit-Analytics-Part Lhierarch/Big-data-in-Finance-Credit-Analytics-Part

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Lhierarch/Big-data-in-Finance-Credit-Analytics-Part
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This is the first part assignemnt from course Big Data in Finance I, ICBS. Professor of Financial Economics: Tarun Ramadorai. In the credit analytics part of the module we will consider how a range of techniques (including machine learning) can be used to predict default in both corporate (firms) and retail (credit cards and peer to peer lending) credit markets. We then turn to perhaps the largest retail credit market – the mortgage market – and examine theoretical, and primarily empirical, models of mortgage choice, mortgage refinancing, and mortgage default. Our attempt will be to keep up with the rapid pace of innovation in B2C lending markets in this part of the module.

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