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A Deep Learning Approach to Credit Scoring Using Credit History Data
| Author(s): | Smirnov V. S., Stupnikov S. A. |
| Published: | Lobachevskii Journal of Mathematics, 2023. Vol. 44. Iss. 1. P. 198–204. |
| Abstract: | |
| The paper discusses an approach to credit scoring of retail customers in the banking industry. The approach is based on the development of recurrent neural network models on customer’s credit history data. The advantages and disadvantages of the approach are discussed. A couple of solutions aimed to serve as a baseline for the approach are implemented using traditional approaches to credit scoring and evaluated over two datasets from large European banks.
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| Download: |
[ https://link.springer.com/article/10.1134/S1995080223010365 ]
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