Student Work
Predicting Bank License Revocation
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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
- Palavra-chave
- Advisor
- Year
- 2016
- Center
- Sponsor
- Date created
- 2016-10-17
- Localização
- Moscow
- Resource type
- Rights statement
Relações
- Em Collection:
Itens
Itens
Miniatura | Título | Acesso | Embargo Release Date | Ações |
---|---|---|---|---|
Final_Report.pdf | Público | Baixar | ||
Deloitte_Final_Presentation.pdf | Público | Baixar | ||
Deloitte_Source_Code.zip | Público | Baixar | ||
Deloitte_Results.zip | Público | Baixar |
Permanent link to this page: https://digital.wpi.edu/show/d504rk81t