Overdue prediction of bank loans based on LSTM-SVM

Xin Li, Xianzhong Long, Guozi Sun, Geng Yang, Huakang Li

Research output: Chapter in Book or Report/Conference proceedingConference Proceedingpeer-review

10 Citations (Scopus)

Abstract

In the aspect of bank loans, the accuracy of traditional user loan risk prediction models, such as KNN, Bayesian, DNN, are not benefit from the data growth. This article is based on the work of Overdue Prediction of Bank Loans Based on Deep Neural Network. And we propose to analyze the dynamic behavior of users by LSTM algorithm, and use the SVM algorithm to analyze the user's static data to solve the current prediction problems. This article uses users' basic information, bank records, user browsing behavior, credit card billing records, and loan time information to evaluate whether users are delinquent. These static data are the basic input for SVM. For LSTM model, we extract user's recent transaction type from browsing behavior as input to LSTM, to predict the probability of users' overdue behavior. Finally, we calculate the average of the two algorithms as the final result. From the experimental results, this LSTM-SVM model shows a great improvement than traditional algorithms.

Original languageEnglish
Title of host publicationProceedings - 2018 IEEE SmartWorld, Ubiquitous Intelligence and Computing, Advanced and Trusted Computing, Scalable Computing and Communications, Cloud and Big Data Computing, Internet of People and Smart City Innovations, SmartWorld/UIC/ATC/ScalCom/CBDCom/IoP/SCI 2018
EditorsFrederic Loulergue, Guojun Wang, Md Zakirul Alam Bhuiyan, Xiaoxing Ma, Peng Li, Manuel Roveri, Qi Han, Lei Chen
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1859-1863
Number of pages5
ISBN (Electronic)9781538693803
DOIs
Publication statusPublished - 4 Dec 2018
Externally publishedYes
Event4th IEEE SmartWorld, 15th IEEE International Conference on Ubiquitous Intelligence and Computing, Advanced and Trusted Computing, Scalable Computing and Communications, Cloud and Big Data Computing, Internet of People and Smart City Innovations, SmartWorld/UIC/ATC/ScalCom/CBDCom/IoP/SCI 2018 - Guangzhou, China
Duration: 7 Oct 201811 Oct 2018

Publication series

NameProceedings - 2018 IEEE SmartWorld, Ubiquitous Intelligence and Computing, Advanced and Trusted Computing, Scalable Computing and Communications, Cloud and Big Data Computing, Internet of People and Smart City Innovations, SmartWorld/UIC/ATC/ScalCom/CBDCom/IoP/SCI 2018

Conference

Conference4th IEEE SmartWorld, 15th IEEE International Conference on Ubiquitous Intelligence and Computing, Advanced and Trusted Computing, Scalable Computing and Communications, Cloud and Big Data Computing, Internet of People and Smart City Innovations, SmartWorld/UIC/ATC/ScalCom/CBDCom/IoP/SCI 2018
Country/TerritoryChina
CityGuangzhou
Period7/10/1811/10/18

Keywords

  • Bank Loans
  • LSTM
  • Overdue Prediction
  • SVM

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