Enhancing credit risk prediction based on ensemble tree‐based feature transformation and logistic regression
Jiaming Liu,
Jiajia Liu,
Chong Wu
et al.
Abstract:The assessment of credit risk for P2P lending platform applicants is critical to investors. Feature engineering is an essential technique in distilling classification knowledge during the credit risk prediction data preprocessing stage. Although previous literature used feature selection methods to identify key features, feature transformation is more useful in discovering intrinsic nonlinear characteristics in credit data. In this study, we propose a synthetic multiple tree‐based feature transformation method… Show more
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