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Improving a Credit Scoring Model by Incorporating Bank Statement Derived Features
[article]
2017
arXiv
pre-print
In this paper, we investigate the extent to which features derived from bank statements provided by loan applicants, and which are not declared on an application form, can enhance a credit scoring model for a New Zealand lending company. Exploring the potential of such information to improve credit scoring models in this manner has not been studied previously. We construct a baseline model based solely on the existing scoring features obtained from the loan application form, and a second
arXiv:1611.00252v2
fatcat:y3kfz2i3kzcinbwb2tvn3rovly