Loan Default Prediction with Deep Learning and Muddling Label Regularization

• Published in: IEICE Transactions on Information and Systems Vol. E105.D; no. 7; pp. 1340 - 1342
• Main Author: JIANG, Weiwei
• Format: Journal Article
• Language: English
• Published: Tokyo The Institute of Electronics, Information and Communication Engineers 01.07.2022; Japan Science and Technology Agency
• Subjects: Deep learning; loan default prediction; Loans; Machine learning; muddling label regularization; Neural networks; Regularization

Loan default prediction has been a significant problem in the financial domain because overdue loans may incur significant losses. Machine learning methods have been introduced to solve this problem, but there are still many challenges including feature multicollinearity, imbalanced labels, and smal...