Proceedings of the 2023 2nd International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2023)

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A Credit Card Default Prediction Method Based on CatBoost

Authors
Yikai Zhao1, *
1National University of Singapore, Queenstown, Singapore
*Corresponding author. Email: ikaiz@u.nus.edu
Corresponding Author
Yikai Zhao
Available Online 28 August 2023.
DOI
10.2991/978-94-6463-222-4_17How to use a DOI?
Keywords
credit default; CatBoost; feature engineering; machine learning
Abstract

This paper presents a study on the prediction of credit card user default using the CatBoost model. The dataset used in this study is a credit card dataset from a financial institution. The dataset contains information about the credit card users such as their age, gender, credit limit, and payment history. The CatBoost model was used to predict the probability of default for each user. The results showed that the CatBoost model was able to accurately predict the probability of default for credit card users. And in the experiment, I found that the prediction effect of CatBoost model is better than that of XGBoost, Lasso, and LightGBM. The results of this study can be used to help financial institutions better manage their credit card portfolios and reduce the risk of default.

Copyright
© 2023 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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Volume Title
Proceedings of the 2023 2nd International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2023)
Series
Atlantis Highlights in Intelligent Systems
Publication Date
28 August 2023
ISBN
10.2991/978-94-6463-222-4_17
ISSN
2589-4919
DOI
10.2991/978-94-6463-222-4_17How to use a DOI?
Copyright
© 2023 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Cite this article

risenwbib
TY  - CONF
AU  - Yikai Zhao
PY  - 2023
DA  - 2023/08/28
TI  - A Credit Card Default Prediction Method Based on CatBoost
BT  - Proceedings of the 2023 2nd International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2023)
PB  - Atlantis Press
SP  - 178
EP  - 184
SN  - 2589-4919
UR  - https://doi.org/10.2991/978-94-6463-222-4_17
DO  - 10.2991/978-94-6463-222-4_17
ID  - Zhao2023
ER  -