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Deep Learning-Based Credit Score Prediction: Hybrid LSTM-GRU Model

2023· article· en· W4390481998 on OpenAlexafffund
Golnaz Sababipour Asl, Kiarash Shamsi, Ruppa K. Thulasiram, Cüneyt Gürcan Akçora, Carson K. Leung

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicFinancial Distress and Bankruptcy Prediction
Canadian institutionsUniversity of Manitoba
FundersNatural Sciences and Engineering Research Council of CanadaUniversity of Manitoba
KeywordsMachine learningComputer scienceArtificial intelligenceCredit scorePredictive powerCredit riskDeep learningCredit cardPredictive modellingTask (project management)F1 scorePaymentFinanceBusinessEngineering

Abstract

fetched live from OpenAlex

Credit score prediction is a crucial task in financial industry, as it helps lenders and financial institutions evaluate the creditworthiness of borrowers and manage credit risk. In this work, we present a comparative study of deep learning (DL)-based credit score prediction models. To achieve this objective, we compare the performance of DL models against traditional methods in credit scoring. We train and test the models using a real-world dataset of credit histories, containing various features such as credit card balances, payment history, and employment status. Our experimental results show that the hybrid LSTM-GRU model outperform both the LSTM and GRU models in credit score prediction, as well as traditional methods. The hybrid LSTM-GRU model demonstrates higher accuracy and better predictive power, indicating its potential for improving credit scoring models in the financial industry.

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)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.403
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.001

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 head0.021
GPT teacher head0.209
Teacher spread0.188 · 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.

Study designSimulation or modeling
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
Published2023
Admission routes2
Has abstractyes

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