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Predicting Consumer Default: A Deep Learning Approach

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NBER2019-08-01 更新2025-01-04 收录
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We develop a model to predict consumer default based on deep learning. We show that the model consistently outperforms standard credit scoring models, even though it uses the same data. Our model is interpretable and is able to provide a score to a larger class of borrowers relative to standard

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2019-08-01
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