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Michael H
  • New York, NY
  • United States
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Michael H's Discussions

Using a Hurdle Model in Credit Scoring

Started Jun 20, 2013 0 Replies

Has anyone used or have thoughts on using a 2-step hurdle model to address the imbalance of "GOODS" vs "BADS" often present in a sample of borrowers?That is, first run a logistic regression on your…Continue

Tags: Hurdle, Model, Data, Imbalanced, Modeling

Macro Data in Credit Scorecard Models

Started this discussion. Last reply by Jeffrey Ng May 11, 2013. 1 Reply

I was wondering if anyone has found any success in using external macro data (i.e. per capita income, unemployment rate, foreclosure data) in building out credit models. For the record, I model for…Continue

Tags: Data, Macro, Scorecard, Credit


Michael H's Page

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Principis Capital
Job Function:
Business Analytics, Predictive Modeling, Data Mining, Operations Research, Econometrics, Statistical Programming, Web Analytics, Vizualization
Short Bio:
Manager Strategy and Analytics

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