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Courses / Modules / MANG6556 Credit Risk & Data Analytics

Credit Risk & Data Analytics

When you'll study it
Semester 1
CATS points
15
ECTS points
7.5
Level
Level 7
Module lead
Christophe Mues
Academic year
2021-22

Module overview

The module will start by defining the concept of data analytics and the CRISP-DM process as consisting of three steps: data pre-processing, data mining and post-processing. Next, we will zoom into the data mining step and distinguish three types of data mining: descriptive/diagnostic data analytics (e.g. clustering, association and sequence rules), predictive data analytics (e.g. regression and classification), and prescriptive data analytics. The module will then illustrate how CRISP-DM can be successfully used to develop different application areas with a focus on retail credit risk. The theoretical concepts will be illustrated using real-life application cases and world-class commercial software.

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