I am a SAP Solution Architect who focuses on building Machine Learning and Artificial Intelligence products for SAP HANA.
For your market segmentation, I will use the cluster algorithms (SAP has 14 built in Function modules) and regression for the time series (SAP has 14 of those as well). For separation of good vs bad loans, classification algorithms will work out fine (SAP has 26 of them).
What I would need in order to accept this project is good set of data 'coz data analytics and comparison between algorithms will only work with a good large set of data. It would be great if you can send the data sample before we even accept the proposal, so I can do a data sanity check and tell you whether your project has a good chance of succeeding or the data needs to be tweaked before project starts.
Once the data validation is done, we will work on the model, train and test it to create the performance report.
Also would like to have a sample of the report you are expecting as an output, because technically algorithm comparison reports can get very complicated if we talk about leader and nodes to measure the performance. Since you want to show the bank ways of increasing profit, it would be great if we can get some past reports that use the same parameters. It would work great with a before after story line.
Feel free to get in touch with me for more details.
Regards,
Veer.
Cell. +91 9168297744.
You can reach out to me anytime between 9am to 9pm.