Using Hybrid Approaches for Credit Application Scoring
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Date
2023
Authors
Mirza,F.K.
Ogrenci,A.S.
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Publisher
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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Keywords
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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Start Page
111
End Page
116