Angelo, Gordon & Co. is developing a statistical model of loan delinquency status. This project designed and implemented a software package to process a public data set from Wells Fargo to build a rudimentary model. The data requires significant manipulation to convert it into a useful form. A series of compartmentalized modules were created, each of which are combined to form a “Tech Stack”, which runs each step in the sequence. This ends in an upload to a cloud storage provider. Once the Tech Stack had processed the relevant data, several sample analyses were run to demonstrate the data’s capabilities. The size of the data set made computations with a single computer impractical, so a cluster was used to analyze the data.

• 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

• Ramachandran, Thyagarajan
• King, Evan

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-012318-090334

Advisor

• Konrad, Renata
• Ciaraldi, Michael J.
• Sweeney, Kevin M.

Year

• 2018

Center

• Wall Street-FinTech Project Center (Boston or New York) - MQP

Sponsor

• Burton, Scott
• Angelo, Gordon & Co.

Date created

• 2018-01-23

Resource type

• Major Qualifying Project

Major

• Industrial Engineering
• Computer Science

Rights statement

• In Copyright