Amex Default Prediction
Galliard7
Overview
Predicting credit card default probability for American Express customers using anonymized transaction and account features. A large-scale tabular competition with heavy feature engineering requirements.
Approach
- Extensive feature engineering over time-series transaction histories
- Gradient boosting models (LightGBM, XGBoost, CatBoost)
- Aggregation features: rolling statistics, lag features, trend indicators
- Careful handling of missing values and categorical encodings
Result
287/4874 🥉