Managing Dataset Shift by Adversarial Validation for Credit Scoring

Qian, Hongyi; Wang, Baohui; Ma, Ping; Peng, Lei; Gao, Songfeng; Song, You

doi:10.1007/978-3-031-20862-1_35

Cited by 4 publications

(1 citation statement)

References 15 publications

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“…LendingClub data set (Qian et al, 2022): The LendingClub data set is a data resource containing rich information, mainly covering borrowers' personal and loan-related information. In terms of personal information, the data includes the borrower's name, address, employment status, and income level.…”

Section: Experiments Data Setsmentioning

confidence: 99%

Application of AdaBound-Optimized XGBoost-LSTM Model for Consumer Credit Assessment in Banking Industries

Fan,

Wang,

2024

Journal of Organizational and End User Computing

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Consumer credit assessment has always been a crucial concern in the financial industry. It involves evaluating an individual's credit history and their ability to repay loans, playing a pivotal role in the risk management and lending decisions made by credit institutions. In the present landscape, traditional credit assessment methods confront various shortcomings. Firstly, they typically only consider static features and are unable to capture the dynamic changes in an individual's credit profile over time. Secondly, traditional methods struggle with processing complex time series data, failing to fully exploit the importance of time-related information. To address these challenges, we propose an innovative solution – the XGBoost-LSTM model optimized with the AdaBound algorithm. This hybrid model combines two powerful machine learning techniques, XGBoost and LSTM, to leverage both static and dynamic features effectively.

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Section: Experiments Data Setsmentioning

confidence: 99%