JPMorgan Chase Quantitative Research — Task 3
What this does
Takes loan borrower data and predicts the probability of default (PD) using logistic regression. Calculates expected financial loss per loan using the formula: PD × Loan Amount × 0.90 (assuming 10% recovery rate).
How to run
- Place the executable in the same folder as Task 3 and 4_Loan_Data.csv
- Run the executable
- Call expected_loss_func() with borrower details to get expected loss
Built with
- Python 3.11
- scikit-learn (logistic regression)
- pandas (data processing)
Part of
JPMorgan Chase Quantitative Research Virtual Experience on Forage — Task 3 of 4