Collective authorship. — New York: Scientific Books, 2016. — 253 p.
The essential aim of this book is to use predictive models to analyze risk. Models of decision trees, regression and neural networks are used to predict various risk categories. This book shows you how to build decision tree models to predict a categorical target and how to build regression tree models and neural network models to predict a continuous target. Successive chapters present examples that clarify the application of the models in the field of risk. The examples are solved step by step with SAS Enterprise Miner in order to make easier the understanding of the methodologies used. The book begins by introducing the basics of creating a project, manipulating data sources, and navigating through different results windows. Data Miming tools are used to build the main risk models: Decision Tree, Neural Network, and Regression. These are addressed in considerable detail, with numerous examples of practical business applications that are illustrated with tables, charts, displays, equations, and even manual calculations that let you see the essence of what Enterprise Miner is doing when it estimates or optimizes a given model.