Using Hybrid Approaches for Credit Application Scoring

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2023

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Institute of Electrical and Electronics Engineers Inc.

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Abstract

Using various methods of computational intelligence, scores for credit applications are predicted for making a decision to accept or to reject. Past data about credits accepted in a financial institution are used to develop hybrid models implementing gradient boosting and attention supported neural networks. The performance (Gini scores above 0.7), limitations and further research directions are discussed. © 2023 IEEE.

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attention mechanism, credit scoring, gradient boosting, neural networks, unbalanced data

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IEEE 23rd International Symposium on Computational Intelligence and Informatics, CINTI 2023 - Proceedings -- 23rd IEEE International Symposium on Computational Intelligence and Informatics, CINTI 2023 -- 20 November 2023 through 22 November 2023 -- Budapest -- 196335

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111

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116