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. 2020 Nov 4;7(1):94. doi: 10.1186/s40537-020-00369-8

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]