PsyCredit: An interpretable deep learning-based credit assessment approach facilitated by psychometric natural language processing

Kai Yang, Hui Yuan, Raymond Y. K. Lau

Abstract: Highlights•A novel deep learning-based framework with social media data, i.e., PsyCredit, is proposed for credit risk assessment.•A novel deep learning-based psychometirc approach is proposed to identify the personality traits of individuals through their social media postings.•An interpretable module with the deep learning technique can interpret the underling mechanisms.•Our proposed framework verifies the predictive power of personality traits from social media on individuals' credit risk.