Building Credit Scorecards

Andre Violante uses SAS to build credit scorecards and analyze credit data:

For this analysis I’m using the SAS Open Source library called SWAT (Scripting Wrapper for Analytics Transfer) to code in Python and execute SAS CAS Action Sets. SWAT acts as a bridge between the python language to CAS Action Sets. CAS Action Sets are synonymous to libraries in Python or packages in R. The one main difference and benefit is that the algorithms within these action sets have been highly parallelized to run on a CAS (Cloud Analytic Services) server. The CAS server is a distributed in-memory engine where I can do all my heavy lifting or computations. The code and Jupyter Notebook are available on GitHub.

Click through for the analysis.

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January 2019
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