Predict credit card default of clients in Taiwan

To predict the credit card default of clients based in Taiwan.

This research aimed at the case of customers default payments in Taiwan and compares the predictive accuracy of probability of default using various methods.

Various methods (models) were implemented. Models are as follows:

Logistic Regression

K Nearest Neighbors

Decision Tree

Random Forest

Random forest yields  the best accuracy that is 91 percent, with Area Under the curve of 0.92