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Record W4407688788 · doi:10.32996/jbms.2023.5.6.13

Machine Learning-Based Risk Prediction Model for Loan Applications: Enhancing Decision-Making and Default Prevention

2023· article· en· W4407688788 on OpenAlexaff
Anchala Chouksey, Md Shihab Sadik Shovon, Nikhil Rao Tannier, Proshanta Kumar Bhowmik, M. Shahriar Hossain, Md Shafiqur Rahman, Md Khalilor Rahman, Md Sazzad Hossain

Bibliographic record

VenueJournal of Business and Management Studies · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsArtificial Intelligence in Medicine (Canada)
Fundersnot available
KeywordsLoanComputer scienceMachine learningCredit riskPredictive modellingActuarial scienceArtificial intelligenceBusinessRisk analysis (engineering)Finance

Abstract

fetched live from OpenAlex

The primary objective of this research was to develop a machine learning model for loan application risk prediction that achieves maximum reliability in decision-making while minimizing risks of default. This study focused on credit application risk assessment in the context of the USA finance industry because challenges and opportunities in this industry are unique in their manner. The dataset for this analysis comprises in-depth records of applicants for loans that exhibit a vast range of characteristics of borrowers, credit history, and repayment behaviors. Comprehensive in scope, the rich dataset has variables that span age, earnings, employment status, and locality alongside other crucial finance variables such as credit scores, debt-to-income ratio, and repayment performance. For model selection, we utilized a variety of machine learning algorithms, including Logistic Regression, Random Forest Classifier, and XG-Boost. The Random Forest and XG-Boost models closely aligned with actual data, showing high accuracy. The integration of predictive modeling of advanced levels within loan decision processes has far-reaching consequences on building lender confidence within risk assessments. By using evidence-driven facts through machine learning models, lenders can make better-informed decisions that better reflect greater insight into borrower behavior and attributes of risk. Looking ahead, numerous directions of future research can advance AI capability and AI-based loan risk assessment software. A critical direction is investigating how to use deep learning techniques, which have shown much promise in numerous fields of endeavor through their ability to learn complex nonlinear relationships within large datasets.

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 machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.007
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.009
Threshold uncertainty score0.017

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.007
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.002
Open science0.0010.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0020.001

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 head0.031
GPT teacher head0.274
Teacher spread0.244 · 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 source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
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

Citations3
Published2023
Admission routes1
Has abstractyes

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