Developing a time to default regression model to predict the time to default Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern) 2019 Moderator Election Q&A - Questionnaire 2019 Community Moderator Election ResultsR plot(surv(), newdata=…) draws same lines many times - why?Forecasting an individual based on a representative groupPredict the best time of callRegression model to predict probability of rare eventHow can I use machine learning methods on modelling time series data?Predict task durationSurvival Analysis: Pseudo Observation Vs Stratified Cox Regression. Which one is better?Predict future value with time period using non linear regression modelTraining NLP with multiple text input featuresMaking a model to predict the error of another model
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Developing a time to default regression model to predict the time to default
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)
2019 Moderator Election Q&A - Questionnaire
2019 Community Moderator Election ResultsR plot(surv(), newdata=…) draws same lines many times - why?Forecasting an individual based on a representative groupPredict the best time of callRegression model to predict probability of rare eventHow can I use machine learning methods on modelling time series data?Predict task durationSurvival Analysis: Pseudo Observation Vs Stratified Cox Regression. Which one is better?Predict future value with time period using non linear regression modelTraining NLP with multiple text input featuresMaking a model to predict the error of another model
$begingroup$
Background:
I used XGBoost to develop a probability model to get a probability measure of a particular loan defaulting. The results are very satisfactory, now my task is to develop a time-to default regression model to predict the time to default. I thought of the Cox Proportional Hazard model or a fully parametric survival model.
Question:
Are there any models anyone would recommend? Also is it possible to use the probability measures I get from XGBoost to develop a model that would give the expected time to default? (The data set is not a time series why? because at time of purchase of the loans we do not have historical payment history). Not sure if this is a suitable question for the site but just wanted to seek some advice.
machine-learning regression xgboost survival-analysis
asked Apr 3 at 18:50
WolfyWolfy
1011
$endgroup$
add a comment |
$begingroup$
Background:
I used XGBoost to develop a probability model to get a probability measure of a particular loan defaulting. The results are very satisfactory, now my task is to develop a time-to default regression model to predict the time to default. I thought of the Cox Proportional Hazard model or a fully parametric survival model.
Question:
Are there any models anyone would recommend? Also is it possible to use the probability measures I get from XGBoost to develop a model that would give the expected time to default? (The data set is not a time series why? because at time of purchase of the loans we do not have historical payment history). Not sure if this is a suitable question for the site but just wanted to seek some advice.
machine-learning regression xgboost survival-analysis
asked Apr 3 at 18:50
WolfyWolfy
1011
$endgroup$
add a comment |
$begingroup$
Background:
I used XGBoost to develop a probability model to get a probability measure of a particular loan defaulting. The results are very satisfactory, now my task is to develop a time-to default regression model to predict the time to default. I thought of the Cox Proportional Hazard model or a fully parametric survival model.
Question:
Are there any models anyone would recommend? Also is it possible to use the probability measures I get from XGBoost to develop a model that would give the expected time to default? (The data set is not a time series why? because at time of purchase of the loans we do not have historical payment history). Not sure if this is a suitable question for the site but just wanted to seek some advice.
machine-learning regression xgboost survival-analysis
asked Apr 3 at 18:50
WolfyWolfy
1011
$endgroup$
Background:
I used XGBoost to develop a probability model to get a probability measure of a particular loan defaulting. The results are very satisfactory, now my task is to develop a time-to default regression model to predict the time to default. I thought of the Cox Proportional Hazard model or a fully parametric survival model.
Question:
Are there any models anyone would recommend? Also is it possible to use the probability measures I get from XGBoost to develop a model that would give the expected time to default? (The data set is not a time series why? because at time of purchase of the loans we do not have historical payment history). Not sure if this is a suitable question for the site but just wanted to seek some advice.
machine-learning regression xgboost survival-analysis
machine-learning regression xgboost survival-analysis
asked Apr 3 at 18:50
WolfyWolfy
1011
asked Apr 3 at 18:50
WolfyWolfy
1011
asked Apr 3 at 18:50
WolfyWolfy
1011
asked Apr 3 at 18:50
WolfyWolfy
1011
asked Apr 3 at 18:50
WolfyWolfy
1011
1011
add a comment |
add a comment |
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