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Vui lòng dùng định danh này để trích dẫn hoặc liên kết đến tài liệu này:
https://elib.vku.udn.vn/handle/123456789/3194
Nhan đề: | An Investigation on Vietnamese Credit Scoring Based on Big Data Platform and Ensemble Learning |
Tác giả: | Tran, Quang Linh Duong, Van Binh Lam, Gia Huy Vuong, Cong Dat Do, Trong Hop |
Từ khoá: | Credit scoring Big data Ensemble learning Feature engineering |
Năm xuất bản: | thá-2022 |
Nhà xuất bản: | Springer Nature |
Tóm tắt: | The credit score is a vital indicator that can affect many aspects of people’s lives. However, evaluating credit scores is done manually, so it costs a large amount of money and time. This paper learns from disadvantages of previous research and brings some insights and empirical experiments so as to the advantages of distributed solutions for the problem of credit score in the future. The research compares some feature engineering techniques using a big data platform and ensemble learning methods to find the best solution for predicting the credit score. Since data related to customers’ financial activities grows enormously, a big data platform is necessary to handle this amount of data. In this paper, Spark which is a distributed, data processing framework, is used to save and process data. Some experiments are carried out to compare the effectiveness of feature engineering in this problem. Moreover, a comparative study about the performance of ensemble learning models is also given in this paper. A real-world Vietnamese credit scoring data set is used to develop and evaluate models. Four metrics are used to evaluate the performance of credit scoring models, namely F1-score, recall, precision, and accuracy. The results are promising with the highest accuracy of 72.9% in the combination Gradient-boosted Tree and cleaned data set with removing categorical features. This paper is a foundation for using big data platforms to handle financial data and much future research can be carried out to optimize the performance of this paper. |
Mô tả: | International Conference on Intelligence of Things (ICIT 2022); Lecture Notes on Data Engineering and Communications Technologies, Vol.148; pp: 289-298 |
Định danh: | https://doi.org/10.1007/978-3-031-15063-0_27 http://elib.vku.udn.vn/handle/123456789/3194 |
ISBN: | 978-3-031-15063-0 (e) |
Bộ sưu tập: | NĂM 2022 |
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