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For my masters thesis,I need to work on credit risk modelling using machine learning. What are some of the resources to find some literature on the work that has currently been done in this area? Also any suggestions on what to do and what to implement as a starting point are welcome.

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  • $\begingroup$ Can you tell us more about what you already knows? Do you know logistic regression? Does some of this posts help you: stats.stackexchange.com/search?q=credit+scoring+ ? $\endgroup$ – kjetil b halvorsen Aug 9 '16 at 12:56
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    $\begingroup$ Hi! Thanks for answering. Yes I am aware of logistic regression and some other machine learning techniques, since I've done a basic course in machine learning.I will look at the posts. Are you aware of some text book,online resources or research paper I could use for reference? Thanks in advance! $\endgroup$ – user3676846 Aug 9 '16 at 15:19
  • $\begingroup$ See especially the answers to this post: stats.stackexchange.com/questions/55237/… and have a look at: amazon.com/… (I did'nt reed it, but it looks good) $\endgroup$ – kjetil b halvorsen Aug 9 '16 at 16:29
  • $\begingroup$ Thanks a ton kjetil! I will check these links out! Unfortunately no one has answered this question as I was hoping, except you! $\endgroup$ – user3676846 Aug 10 '16 at 6:03

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