Logistic Regression for Credit Scoring
quantlib-ml
Logistic Regression for Credit Scoring
Fits a logistic regression model for binary classification, commonly used for credit default prediction and PD modeling. Returns model coefficients, AIC, BIC, and optional predictions. Use this for developing credit scorecards and probability of default (PD) models. [Tier: ENTERPRISE, Credits: 10]
POST
Logistic Regression for Credit Scoring
Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
Feature matrix (training data). Each row is a sample, each column is a feature.
Example:
[
[1.2, 0.5, 3.1],
[2.1, 1.3, 2.5],
[0.8, 0.9, 4.2]
]
Binary target labels (0 = non-default, 1 = default)
Available options:
0, 1 Example:
[0, 1, 0]
Optional feature matrix for prediction
Example:
[[1.5, 0.7, 3.3]]
