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Wharton

Department of Statistics

18

Predicting Bankruptcy

“Needle in a haystack”

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3,000,000 months of credit-card activity

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2244 bankruptcies

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Simple predictor that all are OK looks pretty good.

What factors anticipate bankruptcy?

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Spending patterns?  Payment history?

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Demographics? Missing data?

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Combinations of factors?

Cash Advance + Las Vegas = Problem

We consider more than 100,000 predictors!

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