Table 4 Finance
Title | Comparison between XGBoost, LightGBM and CatBoost using a home credit dataset |
Description | Evaluate of XGBoost, LightGBM, and CatBoost performance in predicting loan default |
Performance metric | AUC, running time |
Winner | LightGBM |
Reference | [19] |
Title | Short term electricity spot price forecasting using CatBoost and bidirectional long short term memory neural network |
Description | CatBoost for feature selection for time-series data |
Performance metric | Mean absolute percentage error |
Winner | CatBoost not a competitor, used for feature selection |
Reference | [21] |
Title | Research on personal credit scoring model based on multi-source data |
Description | Use “Stacking&Blending” with CatBoost, Logistic Regression, and Random Forest to calculate credit score in a regression technique |
Performance metric | Model is ensemble of no direct comparison between algorithms; performance measured in AUC |
Winner | N/A |
Reference | [22] |
Title | Predicting loan default in peer-to-peer lending using narrative data. |
Description | Evaluate CatBoost against other classifiers on the task of predicting loan default using Lending Club data |
Performance metric | Accuracy, AUC, H measure, type I error rate, type II error rate |
Winner | CatBoost |
Reference | [20] |