MétaCan
Menu
Back to cohort
Record W4310191893 · doi:10.18280/isi.270515

Dynamic Effectiveness of Random Forest Algorithm in Financial Credit Risk Management for Improving Output Accuracy and Loan Classification Prediction

2022· article· en· W4310191893 on OpenAlexvenueno aff
Afolashade Oluwakemi Kuyoro, Olufunmilola Adunni Ogunyolu, Thomas Gbadebo Ayanwola, Folasade Yetunde Ayankoya

Bibliographic record

VenueIngénierie des systèmes d information · 2022
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicFinancial Distress and Bankruptcy Prediction
Canadian institutionsnot available
Fundersnot available
KeywordsRandom forestLoanDecision treeIndex (typography)Point (geometry)Credit riskCredit ratingFinanceBusinessComputer scienceStability (learning theory)Actuarial scienceEconomicsMachine learningMathematics

Abstract

fetched live from OpenAlex

With technology impacting several sectors, it can be imagined that the financial sector has a lot to benefit from the increasing level of technological innovations. These institutions take from the surplus of the economy and lend to the deficit sectors of the economy. Individuals and organizations obtain credit facilities from financial institutions to meet basic needs and boost their businesses. However, the stability of the economy is better guaranteed when borrowers pay back the loans availed to them rather than default. This study aims to identify the effectiveness of Random Forest in credit scoring using 32,581 observations. The study proved that Random Forest provides better output accuracy of 91% based on Gini Index for variable selection according to the level of importance when compared to Decision Tree with an output of 83%. It offers better credit scoring accuracy and credit rating as a result of its classification power. The objective of the study is to point out the random forest predictive strength using an unprocessed German credit dataset from Kaggle and to provide an explainable framework sufficient for Financial Institutions and banks to make decisions when granting loans to existing and new applicants.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.939
Threshold uncertainty score0.681

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.003
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.008
GPT teacher head0.206
Teacher spread0.198 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designOther design
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations6
Published2022
Admission routes1
Has abstractyes

Explore more

Same venueIngénierie des systèmes d informationSame topicFinancial Distress and Bankruptcy PredictionFrench-language works237,207