研讨会主题 COSLE: Cost-Sensitive Loan Evaluations 研讨会时间 Date: 27 September, 2022 (Tue.)Time: 11:00 - 12:00 AM HKTLanguage: English 研讨会简介 Effective loan evaluation can help lenders make informed investment decisions. Despite the use of classification algorithms, existing methods do not consider the return of loans in the core learning stage and thus fail to explore the relationship between the return of loans and their final loan payoff outcomes. In this study, we propose a systematic loan evaluation framework called COst Sensitive Loan Evaluation (COSLE). Specifically, we first develop an instance-aware misclassification cost (IMCO) matrix, which specifies personalized cost for each loan. Then, we present a differential labelling algorithm called DILA cost for assigning node labels and assessing the corresponding cost. By integrating these enhancements into the tree-induction process, we construct a node splitting measurement called COG index. It exploit
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