FR
The Financial Engineering Laboratory of Laval University (LABIFUL) invites you to an online workshop on the use of R in default probability modelling.
The focus will be on the different methods most commonly used in industry for PD models (Logistic, classification tree (one tree or several trees: Random forest or Gradient Boosting)). There will also be a very brief discussion of an approach that is of increasing interest to industry: the “Support Vector Machine”.
Please click on the following link to register : https://www4.fsa.ulaval.ca/evenements/utilisation-r-modelisation-probabilite-de-defaut-automne-2020/#
