Assessing credit risk of commercial customers using hybrid machine learning algorithms

作者：

Highlights：

• Hybrid machine learning algorithms for predicting commercial customers credit scores.

• Comparing the efficiency of hybrid and individual machine learning models.

• Using past customers’ credit scores features to predict credit scores.

• Hybrid models outperform individual ones in prediction power.

摘要

•Hybrid machine learning algorithms for predicting commercial customers credit scores.•Comparing the efficiency of hybrid and individual machine learning models.•Using past customers’ credit scores features to predict credit scores.•Hybrid models outperform individual ones in prediction power.

论文关键词：Analytics,Hybrid algorithm,Credit scoring,Risk assessment,Machine learning

论文评审过程：Received 15 May 2020, Revised 5 February 2021, Accepted 11 March 2022, Available online 26 March 2022, Version of Record 31 March 2022.

论文官网地址：https://doi.org/10.1016/j.eswa.2022.116889