International Conference on Computer and Knowledge Engineering

Home / 11th International Conference on Computer and Knowledge Engineering

Improvement of Credit Scoring by LSTM Autoencoder Model

Authors :

Milad Sattari Maleki¹ Seyedeh Niusha Motevallian² Faezehsadat Hosseini³ Mohammad Sabokrou⁴ Hamidreza Soltanalizadeh Maleki⁵

1- Part AI Research Center 2- Part AI Research Center 3- Part AI Research Center 4- Part AI Research Center 5- Part AI Research Center

Keywords :

Credit Scoring, Deep Learning, Feature Engineering, LSTM Autoencoder

Abstract :

One of the most important causes of the financial crisis of 2007–2008 is the risk management systems. Credit scoring is an essential part of these risk management systems in financial institutions. While the effectiveness of feature extraction by artificial intelligence on credit scoring is well known, the effect of historical repayment data needs to be studied. The performance of machine learning models depends on the features and representation of data. The features extracted by deep learning models in an end-to-end manner have more information than hand engineered features. In this paper, we extract features from customer’s previous loan repayments in two ways: manual and by LSTM autoencoder, and their effects evaluated on the credit scoring problem. Using proposed methods to feature extraction, shows improvement in the performance metrics of the models.

List of archived papers

PeQa: a Massive Persian Quenstion-Answering and Chatbot Dataset

Fatemeh Zahra Arshia - Mohammad Ali Keyvanrad - Saeedeh Sadat Sadidpour - Sayyid Mohammad Reza Mohammadi

IR-LPR: Large Scale of Iranian License Plate Recognition Dataset

Mahdi Rahmani - Melika Sabaghian - Seyyedeh Mahila Moghadami - Mohammad Mohsen Talaie - Mahdi Naghibi - Mohammad Ali Keyvanrad

Android Malware Detection using Supervised Deep Graph Representation Learning

Fatemeh Deldar - Mahdi Abadi - Mohammad Ebrahimifard

A New Time Series Approach in Churn Prediction with Discriminatory Intervals

Hedieh Ahmadi - Seyed Mohammad Hossein Hasheminejad

FedBrain-Distill: Communication-Efficient Federated Brain Tumor Classification Using Ensemble Knowledge Distillation on Non-IID Data

Rasoul Jafari Gohari - Laya Aliahmadipour - Ezat Valipour

Deep Learning Based High-Resolution Edge Detection for Microwave Imaging using a Variational Autoencoder

Seyed Reza Razavi Pour - Leila Ahmadi - Amir Ahmad Shishegar

Identifying novel disease genes based on protein complexes and biological features

Mahshad Hashemi - Eghbal Mansoori

Load Frequency Control of Geothermal Power Plant Incorporated Two-Area Hydro-Thermal System with AC-DC Lines

Shanker J Gambhire - Malligunta Kiran Kumar - Hossein Shahinzadeh - Mohammad-hossein Fayaz-dastgerdi - B. Srikanth Goud - Ch.Naga sai Kalyan

Joint ADC-less Analog Demodulator and Decoder for Extended Binary (8, 4, 4) Hamming Channel Code

Mir Mahdi Safari - Jafar Pourrostam - Behzad Mozaffari Tazehkand

YOLOatt-Med: YOLO-Based Attention Mechanism for Medical Image Classification

Fatemeh Naserizadeh - Erfan Akbarnezhad Sany - Parsa Sinichi - Seyyed Abed Hosseini

more

Samin Hamayesh - Version 42.2.1