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2024
PythonJupyterXGBoostSHAP

Credit Risk Scoring Model

ML model for credit risk assessment with risk score gauges, default probability predictions, and explainability via SHAP values.

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Overview

A machine learning pipeline for credit risk scoring. Predicts the probability of loan default using structured financial data, with full model explainability.

Model

XGBoost classifier trained on credit history data. SHAP values provide per-prediction explainability — showing exactly which features drove each risk score.

Stack

Python, XGBoost, SHAP, Pandas, scikit-learn, Jupyter.