Article Archive | October 2011

In part 1 of this series ( Can Loan Defaults Be Predicted? ) some of the basic concepts of the approach I am taking to predict defaults were introduced. In this post I'll be covering a few implementation details. The Learning Process The learning process in machine learning starts with a set of data known as the training set. In our case, this

In my last post ( The Problem With Most Investment Strategies ) I discussed a few of the problems associated with manually built static filters used in finding loans for potential investment. At the core, all of them are trying to find loans that achieve a certain return (by targeting an interest rate) and then applying additional filters to remove the loans that may default. But what if we could skip the process