End to end behavioral and application credit scorecard workshop session 2

Описание: ‪@Infigos_solutions‬
End to end behavioral and application credit scorecard workshop session 2
-Introduction to credit scorecards
-Data preparation-sample design
-Segmentation using decision tree
-Missing value treatment
-Outlier treatment
Data visualization mean, median, N, percentile and histogram of all variables
Variable selection Chi square analysis
Variable selection WOE and IV encoding, WOE trend analysis
Variable selection Correlation analysis
-Handling data imbalances -class weight, SMOTE and oversampling
-Logistic Regression
-Running different modelling techniques
-Raw probabilities to behavioral and application scorecard mapping
Cutoff determination based on bad rate/ acceptance rate (strategy curve based) and bad rate/net profit
-Optimal cutoff based on ROC and KS
-Lift chart
-ROC curve and confusion matrix plot
-AUC and Accuracy determination
-Calculation of Population stability index and characteristics stability index for analyzing the model stability
Scorecard management reports override reports, delinquency report, vintage analysis
-Reject interference
-Performance criterion of application and behavioral scorecard
Various results of application scorecard segmentation, variable selection, correlation, model performance- ROC, KS, Accuracy, Gini, cutoff determination, PSI, CSI, Gain table, strategy curve, profit curve, lift chart