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Record W4396674761 · doi:10.4018/joeuc.343256

Application of AdaBound-Optimized XGBoost-LSTM Model for Consumer Credit Assessment in Banking Industries

2024· article· en· W4396674761 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueJournal of Organizational and End User Computing · 2024
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicFinancial Distress and Bankruptcy Prediction
Canadian institutionsUniversity of British Columbia
Fundersnot available
KeywordsComputer scienceBanking industryBusinessFinancial system

Abstract

fetched live from OpenAlex

Consumer credit assessment has always been a crucial concern in the financial industry. It involves evaluating an individual's credit history and their ability to repay loans, playing a pivotal role in the risk management and lending decisions made by credit institutions. In the present landscape, traditional credit assessment methods confront various shortcomings. Firstly, they typically only consider static features and are unable to capture the dynamic changes in an individual's credit profile over time. Secondly, traditional methods struggle with processing complex time series data, failing to fully exploit the importance of time-related information. To address these challenges, we propose an innovative solution – the XGBoost-LSTM model optimized with the AdaBound algorithm. This hybrid model combines two powerful machine learning techniques, XGBoost and LSTM, to leverage both static and dynamic features effectively.

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.

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 categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.676
Threshold uncertainty score0.302

Codex and Gemma teacher scores by category

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

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 head0.016
GPT teacher head0.247
Teacher spread0.231 · 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