End-to-end Credit Risk Scorecard Development in Python & SQL. Features Weight of Evidence (WOE) / Information Value (IV) analysis, Logistic Regression modeling, and PD risk segmentation.
-
Updated
Aug 17, 2026 - Python
End-to-end Credit Risk Scorecard Development in Python & SQL. Features Weight of Evidence (WOE) / Information Value (IV) analysis, Logistic Regression modeling, and PD risk segmentation.
Consumer credit risk, PD scorecard (logistic regression + WOE/IV) on Home Credit data, with discrimination, calibration and population-stability validation, ongoing monitoring, and model governance. Includes an EAD analysis reframed as a documented data-quality finding.
Credit risk scoring model using Logistic Regression, Decision Tree, and XGBoost (Give Me Some Credit dataset)
Interpretable insurance approval model: WoE/IV features, SMOTE, Elastic Net, AUROC 0.83 from a 1.5% base rate
End-to-end consumer-credit scorecard — WOE binning, Information Value feature selection and logistic regression, scaled to a point-based scorecard and evaluated with KS/AUC (KS 0.52, AUC 0.83).
Config-driven, cross-platform ML pipeline for binary risk scoring (WoE/IV, scorecards, calibration, SHAP, ONNX, FastAPI serving, PSI/CSI monitoring).
Credit Risk Scoring: WOE/IV + XGBoost/LightGBM + SHAP | OOF AUC 0.785 · KS 0.430 | Home Credit Default Risk
To associate your repository with the woe-iv topic, visit your repo's landing page and select "manage topics."