{"title":"基于混合深度机器学习算法的信用风险预测模型","authors":"Tamiru Melese, Tesfahun Berhane, Abdu Mohammed, Assaye Walelgn","doi":"10.1155/2023/6675425","DOIUrl":null,"url":null,"abstract":"Credit-risk prediction is one of the challenging tasks in the banking industry. In this study, a hybrid convolutional neural network—support vector machine/random forest/decision tree (CNN—SVM/RF/DT) model has been proposed for efficient credit-risk prediction. We proposed four classifiers to develop the model. A fully connected layer with soft-max trained using an end-to-end process makes up the first classifier and by deleting the final fully connected with soft-max layer, the other three classifiers—a SVM, RF, and DT classifier stacked after the flattening layer. Different parameter values were considered and fine-tuned throughout testing to select appropriate parameters. In accordance with the experimental findings, a fully connected CNN and a hybrid CNN with SVM, DT, and RF, respectively, achieved a prediction performance of 86.70%, 98.60%, 96.90%, and 95.50%. According to the results, our suggested hybrid method exceeds the fully connected CNN in its ability to predict credit risk.","PeriodicalId":22091,"journal":{"name":"Scientific Programming","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2023-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Credit-Risk Prediction Model Using Hybrid Deep—Machine-Learning Based Algorithms\",\"authors\":\"Tamiru Melese, Tesfahun Berhane, Abdu Mohammed, Assaye Walelgn\",\"doi\":\"10.1155/2023/6675425\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Credit-risk prediction is one of the challenging tasks in the banking industry. In this study, a hybrid convolutional neural network—support vector machine/random forest/decision tree (CNN—SVM/RF/DT) model has been proposed for efficient credit-risk prediction. We proposed four classifiers to develop the model. A fully connected layer with soft-max trained using an end-to-end process makes up the first classifier and by deleting the final fully connected with soft-max layer, the other three classifiers—a SVM, RF, and DT classifier stacked after the flattening layer. Different parameter values were considered and fine-tuned throughout testing to select appropriate parameters. In accordance with the experimental findings, a fully connected CNN and a hybrid CNN with SVM, DT, and RF, respectively, achieved a prediction performance of 86.70%, 98.60%, 96.90%, and 95.50%. According to the results, our suggested hybrid method exceeds the fully connected CNN in its ability to predict credit risk.\",\"PeriodicalId\":22091,\"journal\":{\"name\":\"Scientific Programming\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-11-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Scientific Programming\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1155/2023/6675425\",\"RegionNum\":4,\"RegionCategory\":\"计算机科学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"Computer Science\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Scientific Programming","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1155/2023/6675425","RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Computer Science","Score":null,"Total":0}
Credit-Risk Prediction Model Using Hybrid Deep—Machine-Learning Based Algorithms
Credit-risk prediction is one of the challenging tasks in the banking industry. In this study, a hybrid convolutional neural network—support vector machine/random forest/decision tree (CNN—SVM/RF/DT) model has been proposed for efficient credit-risk prediction. We proposed four classifiers to develop the model. A fully connected layer with soft-max trained using an end-to-end process makes up the first classifier and by deleting the final fully connected with soft-max layer, the other three classifiers—a SVM, RF, and DT classifier stacked after the flattening layer. Different parameter values were considered and fine-tuned throughout testing to select appropriate parameters. In accordance with the experimental findings, a fully connected CNN and a hybrid CNN with SVM, DT, and RF, respectively, achieved a prediction performance of 86.70%, 98.60%, 96.90%, and 95.50%. According to the results, our suggested hybrid method exceeds the fully connected CNN in its ability to predict credit risk.
期刊介绍:
Scientific Programming is a peer-reviewed, open access journal that provides a meeting ground for research results in, and practical experience with, software engineering environments, tools, languages, and models of computation aimed specifically at supporting scientific and engineering computing.
The journal publishes papers on language, compiler, and programming environment issues for scientific computing. Of particular interest are contributions to programming and software engineering for grid computing, high performance computing, processing very large data sets, supercomputing, visualization, and parallel computing. All languages used in scientific programming as well as scientific programming libraries are within the scope of the journal.