Loan Defaults are predicted using prevalent macroeconomic conditions in addition to conventional credit scoring features using classifiers like Logistic Regression, KNN and Random Forest
- Unzip the MacroMicroData.zip, main.py and other python files to the same directory.
- Change the working directory to wherever main.py resides.
- Run only the main.py file.
- After execution results, images and additional metrics will be stored in folders in the same directory for further analysis.