FORECASTING LOSS BASED ON STOCHASTIC PROCESSES
Forecasting loss for credit loans will be done by predicting the account's behaviour, which is good or bad. In this Final Project, we use Markov chain as a main model to forecast loss. However, we first consider the behaviour of the account using Binomial logistic regression as a precise model....
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| Main Author: | |
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/17649 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |