Table 1 Features on HE and GMSC datasets used in NOTE.
From: NOTE: non-parametric oversampling technique for explainable credit scoring
Feature | Description of HE | Type |
|---|---|---|
\(\textbf{BAD}^{*}\) | Applicant paid loan, or applicant defaulted on loan or seriously delinquent | N (Not defaulted = 0) / Y (Defaulted = 1) |
LOAN | Amount of the loan request | Integer |
MORTDUE | Amount due on existing mortgage | Integer |
VALUE | Value of current property | Integer |
REASON | DebtCon = debt consolidation; HomeImp = home improvement | Category |
JOB | Six occupational categories (Other, ProfExe, Office, Sales, Mgr, Self) | Category |
YOJ | Years at present job | Integer |
DEROG | Number of major derogatory reports | Integer |
DELINQ | Number of delinquent credit lines | Integer |
CLAGE | Age of oldest credit line in months | Real |
NINQ | Number of recent credit inquiries | Integer |
CLNO | Number of credit lines | Integer |
DEBTINC | Debt-to-income ratio | Real |
Feature | \(\textbf{Description of GMSC}^{***}\) | Type |
\(\textbf{SeriousDlqin2yrs}^{**}\) | Applicant experienced 90 days past due delinquency or worse | N (Not defaulted = 0) / Y (Defaulted = 1) |
RevolvingUtilizationOfUnsecuredLines | Total balance on credit cards and personal lines of credit | Percentage |
Age | Age of in years | Integer |
NumberOfTime30–59DaysPastDueNotWorse | Number of times applicant has been 30–59 days past due but no worse in the last 2 years | Integer |
DebtRatio | Monthly debt payments, alimony,living costs divided by monthly gross income | Percentage |
MonthlyIncome | Monthly income | Real |
CombinedCreditLoans | Number of open loans and lines of credit, including real estate and home equity | Category |
CombinedDefaulted | Number of times an applicant has been 30–89 days or over 90 days past due | Category |
NumberOfDependents | Number of dependents in family excluding themselves (spouse, children etc.) | Category |
