PsyCredit: An interpretable deep learning-based credit assessment approach facilitated by psychometric natural language processing

Highlights：

• A novel deep learning-based framework with social media data, i.e., PsyCredit, is proposed for credit risk assessment.

• A novel deep learning-based psychometirc approach is proposed to identify the personality traits of individuals through their social media postings.

• An interpretable module with the deep learning technique can interpret the underling mechanisms.

• Our proposed framework verifies the predictive power of personality traits from social media on individuals' credit risk.