Blog

  • Natural Language Processing for Loan Risk

    Adding spaCy Word Vectors to a Keras Model

    October 23, 2020

    A couple months ago, I built a neural network regression model to predict loan risk. Now that I’ve learned the fundamentals of natural language processing, I’m going to see if I can eke out a bit more predictive power using a couple of freeform text fields in the dataset…

  • Can I Grade Loans Better Than LendingClub?

    Pitting My Neural Network Against a Corporate Benchmark

    September 23, 2020

    Today I’m going to put my loan risk model to the test, pitting it against the risk models of the very institution who issued those loans. That’s right, LendingClub included their own calculated loan grades (and sub-grades) in the dataset, so all the pieces are in place for the most thrilling risk modeling smackdown of the century week. May the best algorithm win…

  • Building a Neural Network to Predict Loan Risk

    or, Ty Goes Into Far Too Much Detail About Cleaning Data

    July 29, 2020

    LendingClub is the world’s largest peer-to-peer lending platform. Until recently (through the end of 2018), LendingClub published a public dataset of all loans issued since the company’s launch in 2007. With 2,260,701 loans to look at and 151 potential variables, my goal is to create a neural network model to predict the fraction of an expected loan return that a prospective borrower will pay back. Afterward, I’ll create a public API to serve that model…

  • How to make a browser console log wait until after a page reload

    June 1, 2020

    Ever wanted to create a browser console log that persists after a page reloads? Sure, that isn’t a problem if you enable the “preserve log” option in your developer console, but hear me out…

  • COVID-19 social distancing will probably last longer than you think

    And what isolation means for nomads

    March 26, 2020

    My goodness gracious, this coronavirus epidemic keeps looking worse every single day. From what I’m reading lately, it now looks like the need for social distancing is going to extend for several more months, not just several more weeks. Most frightening, look at these maps of projected infection rates in the United States by July 1 based on three different scenarios…

  • Asking your Uber driver #WhatsMyName is the exact opposite of what you should do

    June 9, 2019

    The tragic death of Samantha Josephson on March 29, 2019, is extremely heart-wrenching and was not at all her fault. Her parents’ mission to educate the world on rideshare safety in her memory is noble and absolutely worth pursuing. But unfortunately, their central recommendation and social media campaign of asking your driver “What’s my name?” when you get in the car is the exact opposite of what you should do and in fact puts rideshare drivers at risk…

  • Optimal investing

    Or, Betterment vs Wealthfront 2017

    July 29, 2017

    I’m a recovering mutual fund investor. Not that I ever thought that mutual funds were a good idea—I just didn’t think about it. But now I’ve done just the slightest bit of research and found out how to save at least hundreds of thousands of dollars in opportunity cost over the coming decades…