Credit scoring is a critical banking task. The standard approach is to build classical ML models, such as logistic regression and gradient binning, on tabular data, including using aggregations from some sequential data, such as transactional customer histories. An alternative approach is to use sequential data "as is" by feeding it to the input of a recurrent neural network.

Data description: id - identifier of the application rn - sequence number of the credit product in the credit history pre_since_opened - days from credit opening date to data collection date pre_since_confirmed - days from credit information confirmation date till data collection date pre_pterm - planned number of days from credit opening date to closing date pre_fterm - actual number of days from credit opening date to closing date pre_till_pclose - planned number of days from data collection date until loan closing date pre_till_fclose - actual number of days from data collection date until loan closing date pre_loans_credit_limit - credit limit pre_loans_next_pay_summ - amount of the next loan payment pre_loans_outstanding - outstanding loan amount pre_loans_total_overdue - current overdue amount pre_loans_max_overdue_sum - maximum overdue amount pre_loans_credit_cost_rate - total cost of credit pre_loans5 - number of delinquencies of up to 5 days pre_loans530 - number of delinquencies from 5 to 30 days pre_loans3060 - number of delinquencies from 30 to 60 days pre_loans6090 - number of delinquencies from 60 to 90 days pre_loans90 - number of delinquencies of more than 90 days is_zero_loans_5 - flag: no delinquencies of up to 5 days is_zero_loans_530 - flag: no delinquencies of 5 to 30 days is_zero_loans_3060 - flag: no delinquencies of 30 to 60 days is_zero_loans_6090 - flag: no delinquencies of 60 to 90 days is_zero_loans90 - flag: no delinquencies of more than 90 days pre_util - ratio of outstanding loan amount to credit limit pre_over2limit - ratio of currently overdue debt to credit limit pre_maxover2limit - ratio of maximum overdue debt to credit limit is_zero_util - flag: ratio of outstanding loan amount to credit limit equals 0 is_zero_over2limit - flag: ratio of current overdue debt to credit limit equals 0 is_zero_maxover2limit - flag: ratio of maximum overdue debt to credit limit equals 0 enc_paym_{0...n} - monthly payment statuses of the last n months enc_loans_account_holder_type - type of relation to the loan enc_loans_credit_status - credit status enc_loans_account_cur - currency of the loan enc_loans_credit_type - credit type pclose_flag - flag: planned number of days from opening date to closing date of the loan fclose_flag - flag: actual number of days from credit opening date to closing date undefined