Hjelkrem, Lars Ole; Lange, Petter Eilif de; Nesset, Erik - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-15
Banks generally use credit scoring models to assess the creditworthiness of customers when they apply for loans or … credit scoring models currently in use by a Norwegian bank with a deep learning model trained solely on transaction data … scoring models. Furthermore, an ensemble model trained on both traditional credit scoring data and features extracted from the …