01AUC 0.7425
Credit Risk Scoring Engine
Full-Stack ML Platform
- Trained LightGBM on 176K Lending Club records, reaching AUC 0.7425 vs a 0.7170 logistic baseline; GPU-accelerated via CUDA with SMOTE, validated with bootstrap CIs and a Wilcoxon signed-rank test across 5-fold CV.
- Engineered an 8-class corporate credit-rating model (AAA–D, S&P-aligned) with 67.2% exact accuracy and 94.9% within-1-notch; integrated a Basel III stress-test simulator with per-request SHAP explainability over REST.
PythonLightGBMXGBoostSHAPFastAPIReact
Case study on request
