5 ms·

Forecast loan payment defaults for 90 days or longer, 3 months in advance using a tree based model.

• retube 9y ago
  What's your training set?
  • eggie5 9y ago
    past loan performance data
    • lawrenceyan 9y ago
      Lending Club?
      • eggie5 9y ago
        hedge fund
        • lawrenceyan 9y ago
          How large of a dataset are you looking at? I'm curious as to whether Lending Club's publicly available data will be lengthy enough to get meaningful accurate results for general 5-10 year loan predictions. Though it is nice that a economic crash happened to occur in the middle.
          • eggie5 9y ago
            of course more data is always better, but there are plenty of flexible models that can learn form small data, so just try the lending club data and if your model isn't learning anything choose a more flexible one...
• grooling 9y ago
  Very interesting stuff. Is it just you for personal interest?
  • eggie5 9y ago
    work