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Predicting probability of default (at 12 months from observation) for small companies

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xgboost and lime for pd estimation

Predicting the probability of default (at 12 months from observation) for small companies.

Model Report

Accuracy : 0.9669

Train

AUC Score (Train): 0.95584

IP Score (Train): 0.91171

Test

AUC Score (Test): 0.91624

IP Score (Test): 0.83248

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Predicting probability of default (at 12 months from observation) for small companies

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