German Credit — Credit Risk Case Study

Logistic regression model for credit risk classification on the German Credit dataset, for the Modelos Analíticos course at Pontificia Universidad Católica de Chile.

Course: Modelos Analíticos, Pontificia Universidad Católica de Chile Authors: Andrea Calderón, Juan Sebastián Castro, Katherin Molina, Denis Salvatierra

Group assignment: descriptive statistics and outlier detection on the German Credit dataset, followed by building and refining a logistic regression model for credit risk, selected on statistical significance, AIC/BIC, and validated out of sample.