Mastering Python for Finance - Second Edition

Obtaining the dataset

We will use the Default of Credit Card Clients dataset downloaded from the UCI Machine Learning Repository (https://archive.ics.uci.edu/ml/datasets/default+of+credit+card+clients ). Source: Yeh, I. C., and Lien, C. H. (2009). The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients. Expert Systems with Applications, 36(2), 2473-2480.

This dataset contains customer default payments in Taiwan. Refer to the section Attribute Information on the web page for the naming conventions used for the columns in the dataset. As the original dataset is in Microsoft Excel Spreadsheet XLS format, additional data processing is required. Open the file and remove the first ...