Post on 29-Jan-2015
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Community Score & Credit Scoring
FIDOR TecS / ALEXANDER THAMM GMBH
AGENDA
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CONTENT PAGE
A. COMPANY PROFILE 3B. AT-ANALYTICS APPROACH 4C. CHALLENGES AT HAND
5D. OUR PRODUCTS
A. COMMUNITY SCORE 6-9B. CREDIT SCORE 10-13
COMPANY OVERVIEW
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FACTS, FIGURES, CUSTOMERS AND PARTNERS OF THE ALEXANDER THAMM GMBH AT A GLANCE
FACTS AND FIGURES
MISSION We enable our customers to gain competitive advantage with
Big Data and Predictive Analytics.
CORPORATE PHILOSOPHYOUR PARTNERS
OUR CUSTOMERS
Location: Munich, Germany Team: 20+ interdisciplinary Data Scientists and
Analytic Experts from top universities Sector: Automotive, Energy, Finance, Consumer
Goods Performance: Data Science consulting, customized Predictive
Analytics and Reporting Tools
EXCELLENCE. We define the state of the art for analytics. PASSION. We love what we do. COMMITMENT. We dedicate ourselves to excellent results. SUSTAINABILITY. We implement lasting solutions.
„Most valuable Data Science Boutique“ - customer testimonial
Leading companies in the Automotive, Energy, Finance, Consumer Goods Industry.
AT-ANALYTICS APPROACH
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THE KEY TO A SUCCESSFUL AND SUSTAINABLE IMPLEMENTATION OF BIG DATA ANALYTICS IS THE COMBINATION OF FIVE ELEMENTS
BUSINESS PROCESSES Holistic analysis of fields with potential for optimization within the
company.
DATA INTELLIGENCE Identification, preparation and consolidation of the necessary data as
well as enrichment of additional data.
PREDICTIVE ANALYTICS Generation of valid forecast models through statistical modeling
techniques and data mining methods. Derivation of relevant business decisions.
INSIGHTS VISUALIZATION Creation of interactive applications in easy to understand stakeholder-
specific design or/ and visualization of analysis results.
ANALYTICS SERVICES MANAGEMENT Preparation and transfer of the application into operation, daily
maintenance as well as documentation of process, data and user. Guarantee of reliable operations including data integrity.
CHALLENGES AT HAND
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COMMUNITY SCORE
CREDIT SCORE
Quantification of user activity and quality of postings within the Fidor community
Creation of user incentives to increase quality and quantity of user activity
Minimization of credit defaults, without negative effects on the number of credits granted
Allocation of individual credit products according to the individual customer‘s risk in a standardized, automated credit approval process
COMMUNITY SCORE
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VISUALIZATION OF CORRELATION MATRIX
Visualization of pairwise Correlations– Red: negative correlation– Orange: no observable correlation– Yellow/white: positive correlation– Color intensity = correlation intensity
Visual Blocks are consolidated to factors
Subjective approach requires principal component analysis (PCA)
Heatmap
COMMUNITY SCORE
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VISUALIZATION OF COMMUNITY SCORE
Division of scores into 10 classes Division of scores related to the
whole community Weighting of total scores based
on significance of individual components
Community Score
COMMUNITY SCORE
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DEMO
CREDIT SCORE
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PROCESSING A CREDIT APPLICATION
Credit Application
SQL Data Engineering
SQL Scoring
Defaultprobability
20,5%
Parameter
Credit approval
1. A costumer applies for a line of credit.2. Using SQL commands, costumer data is generated at a
costumer account level. 3. The costumer data are put through a scoring model,
the parameters of which are generated using R-code4. The probability of default for the applied credit line is
calculated. 5. A decision is made regarding the approval of the credit
line based on this probability of default.
AT-Algorithm
CREDIT SCORE
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STATISTICAL CLASSIFICATION PROCESS
To date limited defaults with „Geldnotruf“ Prevent Overfitting: 10 fold Cross Validation and
Resampling
Approach
Random Forest Logistic Regression Neuronal Network Support Vector Machine
Tested classifcation methods
Random Forest Logistic Regression
Support Vector Machine Neuronal Network
CREDIT SCORE
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DEMO
THANK YOU FOR YOUR ATTENTION
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Alexander Thamm Managing Director Wilhelm-Wagenfeld-Str. 20, D-80807 MunichT +49 89 30760880M +49 176 235 53978at@alexanderthamm.comwww.alexanderthamm.com