This big data project provides the opportunity to do in-depth research on an aspect of the risk management of financial institutions. This year’s optional big data topic is shown below for your guidance.
• Credit Scorecard Development using a German Dataset. This is an applied project where you develop a credit scoring models using the German dataset. Your credit-scoring model should be developed using your classification algorithm (e.g. ANN, SVM etc). Bonus: You should also develop this model with and without use of dimensionality reduction.
German Credit Scoring Dataset