CEU Electronic Theses and Dissertations, 2020
| Author | Valkova, Desislava Pavlinova |
|---|---|
| Title | Probability of Default Model Enrichment with Macroeconomic and Industry Data: a Start-up Case |
| Summary | The project was a collaboration with a Hungarian start-up focused on invoice financing for small and medium-sized enterprises (SME-s). The start-up’s vision is to enable SME-s to increase their liquidity at the ease of clicking a button, at low cost, full transparency, completely online. The probability of default (PD) model developed so far needs further improvements – adding macroeconomic and industry data to the already collected company financial data in order to increase model accuracy. The project work encompasses the data preparation phase of a data science project - feature generation through Principal Component Analysis and preparing a modelling sample. |
| Supervisor | Szilagyi, Peter |
| Department | Economics MSc |
| Full text | https://www.etd.ceu.edu/2020/valkova_desislava.pdf |
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