Credit Scoring Model
~10h estimatedPredict an applicant's creditworthiness from historical financial data.
Engineer features from financial history, then compare logistic regression against a tree ensemble. Note that accuracy is close to meaningless here — the classes are imbalanced and the two error types cost very different amounts.
Assessed against
- Precision, recall, F1 and ROC-AUC reported, not accuracy alone
- Class imbalance explicitly addressed
- A written argument for which error is worse and why
- Feature importance explained in plain language
Suggested datasets
- UCI German Credit
- Give Me Some Credit (Kaggle)
You'll finish with
- GitHub repo with notebook
- A one-page summary for a non-technical reader