Ciaraldi, Michael J.
Sweeney, Kevin M.
WS / Wall Street MQP
Angelo, Gordon & Co.
Angelo, Gordon & Co. is developing a statistical model of loan delinquency status. This project designed and implemented a software package to process a public data set from Wells Fargo to build a rudimentary model. The data requires significant manipulation to convert it into a useful form. A series of compartmentalized modules were created, each of which are combined to form a “Tech Stack”, which runs each step in the sequence. This ends in an upload to a cloud storage provider. Once the Tech Stack had processed the relevant data, several sample analyses were run to demonstrate the data’s capabilities. The size of the data set made computations with a single computer impractical, so a cluster was used to analyze the data.
Worcester Polytechnic Institute
Major Qualifying Project
All authors have granted to WPI a nonexclusive royalty-free license to distribute copies of the work, subject to other agreements. Copyright is held by the author or authors, with all rights reserved, unless otherwise noted.