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All Journal JISKa (Jurnal Informatika Sunan Kalijaga)
Khalifatur Rauf
Universitas Teknologi Yogyakarta
Computer Science & IT Electrical & Electronics Engineering Library & Information Science

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Optimizing Financial Risk Prediction for Loan Approval Decisions Khalifatur Rauf; Adi Cahyo Kuswijayanto; Ella Kristiantini Susan
JISKA (Jurnal Informatika Sunan Kalijaga) Vol. 11 No. 2 (2026): May 2026
Publisher : UIN Sunan Kalijaga Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14421/jiska.6071

Abstract

Accurate financial risk prediction is essential for effective loan approval decision-making, particularly in data-driven financial systems. This study investigates the influence of feature selection strategies on the performance of machine learning models for loan approval prediction using the publicly available Kaggle "Financial Risk for Loan Approval" synthetic dataset, which contains 20,000 applications. Experiments evaluated multiple feature selection paradigms, including filter-based, wrapper-based, embedded, and PCA-informed approaches across six classification models using stratified 10-fold cross-validation and imbalance-aware metrics. The results show that feature selection consistently improves predictive robustness and minority class recognition. Contrary to assumptions favoring complex models, Logistic Regression combined with Lasso regularization achieved the best overall predictive performance, yielding an ROC-AUC of 99.41% and an F1-score of 91.72%. Embedded feature selection methods provided the most favorable balance between accuracy and computational efficiency. These findings indicate that the effectiveness of feature selection depends heavily on its interaction with model complexity, providing empirical guidance for designing robust, interpretable financial risk prediction systems.
Co-Authors Adi Cahyo Kuswijayanto Ella Kristiantini Susan