Machine Learning Property Loans for Fun and Profit with MLJ.jl

I’ve written a post about using Julia and MLJ on a dataset of property loans.

It was my first time really getting to grips with the MLJ framework and I really liked the one-stop interface for the different models.

Thoughts, feedback or comments appreciated!


Really nice post! I used MLJ for a loan portfolio valuation a few years ago and it looks like it’s been coming along nicely since then, which is great to to see.

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Interesting read; At the open loans, isn’t there are 6 loans with Kelly bet of 0? the paragraph stated three properties.

So three properties should be avoided, (the ones where the Kelly bet is 0) and the model believes all others can be invested in.

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Thanks for giving MLJ a spin. I’ve added a link to the post from MLJ’s learning page. Will be live next time we regenerate the docs. MLJ.jl/ at dev · alan-turing-institute/MLJ.jl · GitHub


I’ve corrected that now, think it changed when I updated the underlying data between draft and final result