A study was conducted in Taiwan named “The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients”

This research aimed at the case of customers’ default payments in Taiwan and compares the predictive accuracy of probability of default.

The study took payment data in October 2005, from an important bank (a cash and credit card issuer) in Taiwan, and the targets were credit card holders of the bank.

This research employed a binary variable – default payment (Yes = 1, No = 0), as the response variable.

The past monthly payment records (from April to September 2005), the amount of bill statement, and sever other demographic features were captured for each customer.

This dataset has 30,000 records

There are 25 attributes for each row of the dataset:

ID - ID of each client

LIMIT_BAL - Amount of given credit in NT dollars (includes individual and family/supplementary credit.

SEX - Gender (1=male, 2=female)

EDUCATION - (1=graduate school, 2=university, 3=high school, 4=others, 5=unknown, 6=unknown)

MARRIAGE - Marital status (1=married, 2=single, 3=others)

AGE - Age in years

PAY_0 - Repayment status in September, 2005 (-1=pay duly, 1=payment delay for one month, 2=payment delay for two months, ..., 9=payment delay for nine months and above)

PAY_2 - Repayment status in August, 2005 (scale same as above)

PAY_3 - Repayment status in July, 2005 (scale same as above)SEX - Gender (1=male, 2=female)

PAY_4 - Repayment status in June, 2005 (scale same as above)

PAY_5 - Repayment status in May, 2005 (scale same as above)

PAY_6 - Repayment status in April, 2005 (scale same as above)

BILL_AMT1 - Amount of bill statement in September, 2005 (NT dollar)

BILL_AMT2 - Amount of bill statement in August, 2005 (NT dollar)

BILL_AMT3 - Amount of bill statement in July, 2005 (NT dollar)

BILL_AMT4 - Amount of bill statement in June, 2005 (NT dollar)

BILL_AMT5 - Amount of bill statement in May, 2005 (NT dollar)

BILL_AMT6 - Amount of bill statement in April, 2005 (NT dollar)

PAY_AMT1 - Amount of previous payment in September, 2005 (NT dollar)

PAY_AMT2 - Amount of previous payment in August, 2005 (NT dollar)

PAY_AMT3 - Amount of previous payment in July, 2005 (NT dollar)

PAY_AMT4 - Amount of previous payment in June, 2005 (NT dollar)

PAY_AMT5 - Amount of previous payment in May, 2005 (NT dollar)

PAY_AMT6 - Amount of previous payment in April, 2005 (NT dollar)

default.payment.next.month Default payment (1=yes, 0=no)