CEU Electronic Theses and Dissertations, 2020
| Author | Hartvig, Aron Denes |
|---|---|
| Title | Default Prediction with Knockout Model |
| Summary | The objective of the capstone project was to further develop knockout (KO) criteria model of the client by producing research and developing a tool for KO criteria testing. The client, a liquidity provider, monitors default and fraud risk with this model. During the capstone project I applied various data-driven methods and measures to to build a model with high predictive power. |
| Supervisor | Zoltán Papp |
| Department | Economics MSc |
| Full text | https://www.etd.ceu.edu/2020/hartvig_aron-denes.pdf |
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