Credit Risk Modeling using XGBoost

Overview

This project uses the Lending Club Loan Dataset from Kaggle, which contains detailed information about loans issued through the Lending Club platform, including borrower details, loan attributes, and payment status.

Installation

1. Clone the repository

git clone https://github.com/brendancsmith/credit-risk-modeling.git

2. Install Python dependencies

poetry init
poetry install

3. Download the dataset from Kaggle

brew install kaggle

cd data
kaggle datasets download -d wordsforthewise/lending-club --unzip
mv accepted_2007_to_2018Q4.csv.gz raw/
rm -r *_2007_to_2018*
cd -

Usage

See the notebooks folder for a detailed analysis of the dataset and the modeling process.

Development

pre-commit install
pre-commit install-hooks

nbstripout --install

License

This project is licensed under the MIT License - see the LICENSE.md file for details