MSc.MF Theses and Dissertations (2019)

Comparison of survival analysis approaches to modelling credit risks

Mungasi, Sammy Monyoncho (Strathmore University, 2019)

Credit risk is a critical area in finance and has drawn considerable research attention. As such, survival analysis has widely been used in credit risk, in particular, to model debt's time to default mechanisms. In this ...
Application of long-short term memory Deep Neural Network in financial forecasting

Wanyonyi, Watua Peter (Strathmore University, 2019)

The goal of this research was to apply Long-Short Term Memory Deep Neural Networks in financial forecasting. In order to predict the financial data, we used long-short term model and we compared its performance to ARIMA-GARCH ...
Consumer credit risk modelling using machine learning algorithms: a comparative approach

Nyangena, Brian Okemwa (Strathmore University, 2019)

Consumer credit risk scoring involves the assessment of the risk that is associated with a customer that applies for credit. The ability to confidently identify customers that will repay the credit and those that will not ...