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A simulator for a simple bank using the LendingClub public loan data set

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bank-lc-sim

A simulator for a simple bank using the LendingClub public loan data set

data

Download the LendingClub data file loan.csv from the kaggle site https://www.kaggle.com/wendykan/lending-club-loan-data into the ./data/ directory (it is too large for git).

play

Use the notebooks in ./notebooks/ to prepare the data, build the classifier, and simulate the bank.

Some notebooks begin by loading a pickle file generated by the previous step -- these can be found in the box folder.

  • Prepare data: prepare-data.ipynb
  • Experiment with training the classifier: compare-training.ipynb
  • Train the core features classifier used in the simulation: train-on-core-features.ipynb
  • Run the bank lending simulation: bank-simulater.ipynb

"...premature optimization is the root of all evil..." Donald Knuth, 1974 (https://en.wikiquote.org/wiki/Donald_Knuth)

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A simulator for a simple bank using the LendingClub public loan data set

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