Home-Credit-Default-Risk

LeaderBoard: https://www.kaggle.com/c/home-credit-default-risk/leaderboard

Discussion: https://www.kaggle.com/c/home-credit-default-risk/discussion/64722

I was in charge of feature engineering in this team.

Following are the features I made

Features

1. Current Application

• Simple calculation(delta, ratio, etc...)

2. Previous Application

• Aggregated features(all, 1year, 2years, 3years)
• last and first application

3. POS CASH balance

• Aggregated features(all, 1year, 2years, 3years)

4. Installments Payments

• Aggregated features(all, 1year, 2years, 3years)

5. Credit Card Balance

• Aggregated features(all, 1year, 2years, 3years)

6. Bureau

• Aggregated features(all, 1year, 2years, 3years)
• last and first application

7. Bureau Balance

• Aggregated features(all, 1year, 2years, 3years)

8. Other

• Aggregated features using above data(all, 1year, 2years, 3years)