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All Journal International Journal of Electrical and Computer Engineering IAES International Journal of Artificial Intelligence (IJ-AI) Jurnal Simetris TELKOMNIKA (Telecommunication Computing Electronics and Control) Bulletin of Electrical Engineering and Informatics Jurnal Ilmiah KOMPUTASI Sistemasi: Jurnal Sistem Informasi JOIV : International Journal on Informatics Visualization Indonesian Journal of Artificial Intelligence and Data Mining Applied Information System and Management Jurnal Sisfokom (Sistem Informasi dan Komputer) JURNAL ILMIAH MAHASISWA AGROINFO GALUH SEIKO : Journal of Management & Business CYBERNETICS IJISTECH (International Journal Of Information System & Technology) Jurnal Sistem Cerdas JIPI (Jurnal Ilmiah Penelitian dan Pembelajaran Informatika) Jutisi: Jurnal Ilmiah Teknik Informatika dan Sistem Informasi Journal of Information Systems and Informatics Jurnal Teknologi Dan Sistem Informasi Bisnis Jurnal Informatika dan Rekayasa Perangkat Lunak Journal of Applied Engineering and Technological Science (JAETS) Indonesian Journal of Electrical Engineering and Computer Science Jurnal Riset Sistem Informasi dan Teknologi Informasi (JURSISTEKNI) Jurasik (Jurnal Riset Sistem Informasi dan Teknik Informatika) Jurnal Teknik Informatika (JUTIF) IJISTECH Jurnal Abdimas Kartika Wijayakusuma Nautical: Jurnal Ilmiah Multidisiplin Indonesia Jurnal Teknologi dan Manajemen Industri Terapan Edukasiana: Jurnal Inovasi Pendidikan eProceedings of Engineering Paradoks : Jurnal Ilmu Ekonomi Nuansa Informatika Informatics Management, Engineering and Information System Journal Electronic Integrated Computer Algorithm Journal Kesatria : Jurnal Penerapan Sistem Informasi (Komputer dan Manajemen) Bridge: Jurnal Publikasi Sistem Informasi dan Telekomunikasi Jurnal Pengabdian Bakti Akademisi SITEKNIK: Sistem Informasi, Teknik dan Teknologi Terapan Advance Sustainable Science, Engineering and Technology (ASSET) AQILA : Acceleration, Quantum, Information Technology and Algorithm Journal
Muharman Lubis
Universitas Telkom
Religion Agriculture, Biological Sciences & Forestry Humanities Automotive Engineering Chemistry Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Engineering Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Library & Information Science Mathematics Social Sciences Other

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Journal : Indonesian Journal of Artificial Intelligence and Data Mining

 1 
The Ensemble Supervised Machine Learning for Credit Scoring Model in Digital Banking Institution Prahastiwi, Narita Ayu; Lubis, Muharman; Fakhrurroja, Hanif
Indonesian Journal of Artificial Intelligence and Data Mining Vol 8, No 2 (2025): July 2025
Publisher : Universitas Islam Negeri Sultan Syarif Kasim Riau

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24014/ijaidm.v8i2.37677

Abstract

The digital transformation of the banking industry requires credit scoring systems that are both accurate and adaptable to complex, diverse data. This study aims to develop and evaluate a credit scoring model using ensemble supervised learning to predict credit risk for a consumer loan service (Product X) at Bank XYZ. Ensemble algorithms such as Random Forest, AdaBoost, LightGBM, CatBoost, and XGBoost were compared to a single classification method, Decision Tree. Model performance was assessed using precision, recall, F1-score, and ROC-AUC. The results show that XGBoost outperformed other models, achieving the highest ROC-AUC score of 0.803, indicating strong generalization and low risk of overfitting. SHAP analysis revealed key features influencing the model, including loan tenor, loan amount (plafond), income, and Days Past Due (DPD) history. Compared to the baseline Decision Tree model (ROC-AUC 0.573), XGBoost significantly improved classification accuracy. It also showed the potential to reduce the Non-Performing Loan (NPL) rate from 4% to below 3% and increase the approval rate from 65% to over 70%, aligning with Product X’s KPIs. These findings confirm that ensemble learning models especially XGBoost offer strategic value in enhancing credit portfolio quality and decision-making in digital banking.
Co-Authors Abdullah Muhammad, Hasan Achmad Rafi Addini Firdaus, Fitri Adillah, Muhammad Fauzan Nur Adinda Laras Ayu Adityas Widjajarto Agus Ambarwari Agustiana, Nathifa Ahmad Musnansyah Akbar Habib Buana Wibawa Putra Akbar Nurwahyu Arifin Putra Al Khowarizmi Ali Nurdin Ali Nurdin Alvan Kamal Amanah, Raisyah Nurul Amri Amri Amril, Salsabila Zahrani Annastasia, Syifa Asriana Asriana, Asriana Asti Amalia Nur Fajrillah Bayuwindra, Anggera Deden Witarsyah Dhiya Fathia Dika, Dafa Dinda Bayu Rama Dila, Revyolla Ananta Dinayatullah, Ledi Dini Handayani, Dini Dini Oktarina Dwi Handayani DM, Burhanis Sulthan Dwi Hary Sandy, Muhammad Dzakiyyah Al Kaazhim Edwinsyah, Muhammad Ega Mardoyo Ega Mardoyo Erlangga, Faezal Fadilah, Zikri Fakhrurroja, Hanif Farhana Zahra Farid Farid, Farid Farma, Junia Faza, Sharfina Febriyani, Widia Firdaus, Taufiq Maulana Fitrah Khairi Fitriyana Dewi Fonna, Rizki Putri Nurita Gabriel Ardi Hutagalung Galih Rashif Husaini Ghifari, Muhamad Yazid Gunawan, Dian Habibi Ramdani Safitri Hafiizh Maulana Halim, Hendra Harefa, Hafid Rahman Hermawan, Fairuz Fernanda Hikmah Adwin Adam Humairo, Annisa Idham Kamil Ikbar, Thoriq Ikhlas Fuad Zamzami Ikhsan, Alif M. Ilham Ramadhan Nasution Iqbal Santosa Irvan, Irvan Jihan Audia Mulya Julham Julham Julham Julham Kahirul Umam, Irhan Kartini, Ani Laily Indaryani Lubis, Arif Ridho Lubis, Fahdi Saidi Lukman Abdurrahman Lukmanul Hakim Lukmanul Hakim M. K. Rizal Syahputra M. Shabri Abd. Majid Matias Garcia Constantino Matias Garcia-Constantino Mhd Faris Pratama Mira Kartiwi Mochamad Hariadi Mochamad Yudha Febrianta Muhammad Dwi Hary Sandy Muhammad Haikal Fasya Muhammad Luthfi Hamzah Muhammad Mahendra Muhammad, Hasan Abdullah Muhdiantini, Cindy Mulhartono, Tomi Muttaqin, Alif Noorachmad Nabiel Muhammad Al Ghazali Naufal Wirawan, Muhammad Neca Aqila Nelsa, Putri Nguyen Kieu Trang Ni Made Purnami Noorachmad Muttaqin, Alif Nur Ichsan Utama Nurlina, Eka Nurma Sari, Nurma Nuryatno, Edi Triono Nusantara, Abdul Hakim Satria Oktariani Nurul Pratiwi Paradita, Anggraeni Xena Parameswari, Sang Dara Paramita, Paramita Possumah, Mercy Kristina Prahastiwi, Narita Ayu Prayoga, Danar Prayudani, Santi Putri Luthfiah Harmaya Qadhli Jafar Adrian R. Wahjoe Witjaksono Rafian Ramadhani Rafian Ramadhani Rahadhitya Anuraga Raharjo, Adi Rahmat Fauzi Rahmat Mulyana Rahmat, Hadian Raied Ali Alqahtani Rakan, Raihan Ramadhan, Yumna Zahran Rayhan Rafael Rafsanjani Romi Fadillah Rahmat Sadewa, Rizki Sahidan Abdulmana Sandy, Muhammad Dwi Harry Sandy, Muhammad Dwi Hary Sarah Purnamawati Satria Nusantara, Abdul Hakim See, Tan Lian Shaffiei, Zatul Alwani Shafira Fatimah Azzahra Silvia, Vivi Sinung Suakanto Siregar, Fachrul A Sonny Zulhuda Supeno Mardi Susiki Nugroho, Supeno Mardi Susetyo Bagas Bhaskoro Syah, M. Edwin Syahrizal, Teuku Muhammad Taufiq Carnegie Dawood Thoriq Ikbar Tien Fabrianti Kusumasari Umar Yunan Kurnia Septo Hediyanto Umuri, Khairil Vega Putra Pradana Vreseliana Ayuningtyas Wihayanti, Titik Wirawan, Muhammad Naufal Yani, Mega Fitri Yulio Ferdinand Yuyun Yusnida Lase Zamzami, Ikhlas Fuad Zulkifli Zulkifli