Predicting Taiwanese Bank Credit Card Default Payments

Table of Contents:

• Data Set
  
• Result
  

Data Set

This dataset contains information on default payments, demographic factors, credit data, payment history, and bill statements of credit card clients in Taiwan from April to September of 2005.

There are 24 features: Demographic Information

• ID: ID of each client
• LIMIT_BAL: Amount of given credit in NT dollars (includes individual and family / supplementary credit)
• SEX: Gender (1=male, 2=female)
• EDUCATION: (1=graduate school, 2=university, 3=high school, 4=others, 5=unknown, 6=unknown)
• MARRIAGE: Marital status (1=married, 2=single, 3=others)
• AGE: Age in years

Repayment Status for past 6 months

(-1 = pay duly, 1 = payment delay for one month, 2 = payment delay for two months, ..., 9 = payment delay for nine months and above)

• PAY_0: Repayment status in September, 2005
• PAY_2: Repayment status in August, 2005 (scale same as above)
• PAY_3: Repayment status in July, 2005 (scale same as above)
• PAY_4: Repayment status in June, 2005 (scale same as above)
• PAY_5: Repayment status in May, 2005 (scale same as above)
• PAY_6: Repayment status in April, 2005 (scale same as above)

Amount of bill statement for past 6 months

• BILL_AMT1: Amount of bill statement in September, 2005 (NT dollar)
• BILL_AMT2: Amount of bill statement in August, 2005 (NT dollar)
• BILL_AMT3: Amount of bill statement in July, 2005 (NT dollar)
• BILL_AMT4: Amount of bill statement in June, 2005 (NT dollar)
• BILL_AMT5: Amount of bill statement in May, 2005 (NT dollar)
• BILL_AMT6: Amount of bill statement in April, 2005 (NT dollar)

Amount of previous payment for past 6 months

• PAY_AMT1: Amount of previous payment in September, 2005 (NT dollar)
• PAY_AMT2: Amount of previous payment in August, 2005 (NT dollar)
• PAY_AMT3: Amount of previous payment in July, 2005 (NT dollar)
• PAY_AMT4: Amount of previous payment in June, 2005 (NT dollar)
• PAY_AMT5: Amount of previous payment in May, 2005 (NT dollar)
• PAY_AMT6: Amount of previous payment in April, 2005 (NT dollar)

Target Variable

• default payment next month: Default payment (1=yes, 0=no)

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Result

On test set: Recall = 73% and ROC = 78%.