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Author:

Zhang, Tao (Zhang, Tao.) (Scholars:张涛) | Li, Jiaheng (Li, Jiaheng.)

Indexed by:

EI Scopus

Abstract:

With the development of Internet finance, the importance of loan risk control is increasingly manifested. Risk control is the core part of traditional financial industry and Internet finance. After investigating the latest developments in credit risk control algorithms, an improved stacking integrated learning algorithm is proposed. By improving the feature selection steps, and using 5 different learners for stacking integration, the performance of the model is improved. The basic learners used include: Logistic Regression, Random Forest, GBDT, XGBoost, LightGBM, among which there are both strong learners and weak learners. Compared with traditional integrated learning methods, the accuracy of strong learners can be fully utilized, and use weak learners to reduce overfitting. Finally, the accuracy and generalization performance of the model are improved. © 2021 IEEE.

Keyword:

Decision trees Learning algorithms Risk assessment Logistic regression Finance Learning systems Power electronics

Author Community:

  • [ 1 ] [Zhang, Tao]Software Institute Beijing University of Technology, Beijing, China
  • [ 2 ] [Li, Jiaheng]Software Institute Beijing University of Technology, Beijing, China

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Source :

Year: 2021

Page: 668-670

Language: English

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count: 6

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 14

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