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인용수 5
·2023
Credit card default prediction by using Heterogeneous Ensemble
Wook Lee, Sangmin Lee, Junhee Seok
초록

Credit card companies calculate an accurate credit score by utilizing the personal information and credit data of new applicants. To analyze and predict credit ratings, there have been many studies using machine learning. However, previous research had limitations in improving prediction accuracy using single algorithms such as ensembles or deep learning and could not consider the problem of multiple histories of the same customer using different cards. This study proposes a hybrid algorithm that combines heterogeneous ensembles and TabNet, a deep learning algorithm specialized in tabular data, to address these issues. The study conducted comparative experiments with several state-of-the-art machine learning algorithms that have been used for credit card delinquency prediction.

키워드
Credit cardComputer scienceCredit card fraudMachine learningArtificial intelligenceEnsemble learningCredit scoreData miningFinance
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article
IF / 인용수
- / 5
게재 연도
2023