About this document
Credit Model Performance Metrics by JEAN CARLOS GUAPACHA FLOREZ is a document available to read on EtoBox.
The document presents performance metrics (RMSE and MAE) for various predictive models applied to three types of credit: tesorería, ordinario, and especial. The models evaluated include Arima, Decision Tree, Random Forest, XGBoost, Ridge, Lasso, and ElasticNet, with XGBoost showing the best performance for all credit types. The results indicate that the models generally perform better on special credit compared to tesorería and ordinario.
- Author
- JEAN CARLOS GUAPACHA FLOREZ
- Language
- EN