Econometrics LEC3092

XGBoost for Credit Approval

Heriberto Espino Montelongo

Nov 2024

Summary

A credit-approval classification project using gradient-boosted decision trees, with a reported test accuracy of 87.69%.

Context

The project uses tree-based supervised learning for a practical credit-decision classification task.

Main contributions

  • Trains an XGBoost model for credit approval.
  • Evaluates out-of-sample classification performance.
  • Reports 87.69% test accuracy in the course project.