Faculty Advisor

Paffenroth, Randy Clinton

Faculty Advisor

Sturm, Stephan

Abstract

This project combines feedforward neural networks (FFNN) with ensemble learning in a classification model applied to credit card default. To solve this problem, we generate FFNNs as the members of the ensemble. Each FFNN in the ensemble is built using different subsets of predictors as inputs and a separate predictor as the target (instead of the label). The output from the final hidden layer of each network is aggregated into a new dataset. A classification model then uses this new dataset to predict credit defaults. The classification model is evaluated using various metrics to show that an increase in ensemble size increases the consistency of the performance of the model.

Publisher

Worcester Polytechnic Institute

Date Accepted

April 2018

Major

Computer Science

Major

Interdisciplinary

Project Type

Major Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

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