Predicting Delinquency on Mortgage Loans: An Exhaustive Parametric Comparison of Machine Learning Techniques

• Main Authors: Azhar Ali, S.E., Rizvi, S.S.H., Lai, F., Faizan Ali, R., Ali Jan, A.
• Format: Article
• Published: University of Novi Sad 2021
• Online Access: https://www.scopus.com/inward/record.uri?eid=2-s2.0-85102691339&doi=10.24867%2fIJIEM-2021-1-272&partnerID=40&md5=6ad2d7eca1c90281cb5768c36e41c625; http://eprints.utp.edu.my/23739/
• Institution: Universiti Teknologi Petronas

This paper explores the potential of 19 machine learning techniques to model and forecasts the risk of delinquency on mortgage loans. These techniques include variants of artificial neural networks (ANN), ensemble classifiers, support vector machine, K-nearest neighbors, and decision trees. ensemble...