Modelling credit risk with GLMs

Modelling credit risk with GLMs

Paul Sweeting

54 года назад

2,619 Просмотров

In this video, I talk about how to use generalised linear models (GLMs) to analyse credit risk - or any risk where the dependent variable is a category rather than a value. I describe what a GLM is, and show how they can be fitted in both Excel and R

Тэги:

#credit_risk #GLMs #generalised_linear_models #actuarial_science #finance #investment
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Комментарии:

@TomKowalik-e3p
@TomKowalik-e3p - 06.11.2023 17:55

Thank you for a great video. Is there a way to acquire the data files that you have used in the demonstration? So that I can arrive at the same, or atleast similar answer.

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@junal27
@junal27 - 25.01.2024 06:58

Excellent presentation and content when fitting your model with xcell, thank you for your time in explaning this and the rest of your videos for those who are neither mathematicians nor actuaries, definetivelly I am subscribing to your channel.

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@sgirishrao
@sgirishrao - 07.03.2024 14:01

Many many thanks for the truly superb videos... please provide the data files as well if possible.

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@tanvij
@tanvij - 08.03.2024 04:37

Hi sir could you please share the data sets

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@basitsaleem4262
@basitsaleem4262 - 13.04.2024 15:14

Many Thanks :) The practical aspect to the videos is indeed very helpful. Do you plan to share the data templates used within the videos? That will help in reconciling the results.

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