sucre111/Credit-Risk-Management

A binary classification model is developed to predict the probability of paying back a loan by an applicant. Customer previous loan journey was used to extract useful features using different strategies such as manual and automated feature engineering, and deep learning (CNN, RNN). Various machine learning algorithms such as Boosted algorithms (XGBoost, LightGBM, CatBoost) and Deep Neural Network are used to develop a binary classifier and their performances were compared.

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