Pemilihan Metode Predictive Analytics dengan Machine Learning untuk Analisis dan Strategi Peningkatan Kualitas Kredit Perbankan

Abstract

As a factor that determines bank’s profitability, loan quality, that is categorized based on debtor’s collectability classification, always gets attention and become main analysis topic in banking industry. Through recent development of statistics and data science, especially in predictive analytics using machine learning techniques, more comprehensive analysis and prediction in loan quality can be conducted. This research is intended to give example on application of predictive analytics using machine learning technique for analysis and strategy recommendation in increasing bank’s loan quality improvement. In this research, some machine learning classification methods are compared to conduct predictive analytics in loan quality with big data size (big data analytics). Computation result of different methods are compared and summarized, resulted in recommendation on most appropriate method to achieve this research objective. This research concluded that for imbalanced big data size such as bank’s loan collectability, Tree Ensemble method, further development of Decision Tree method that is commonly used in machine learning, is one of appropriate methods to get satisfactory result in this research. Imbalanced data that can result in false positive may be overcame by oversampling Synthetic Minority Oversampling Technique (SMOTE). This research scope is limited to analysis and prediction of debtor’s collectability for the next several months, combined with analysis and strategy recommendations based on product type, gender, and debtor’s occupation. Further predictive analytics for the next several years by including external factors, such as economic growth, is not covered in this research and possible to be conducted. As machine learning application in Indonesian banking industry analysis is still in early phase, this research is expected to become one of reference in application of predictive analytics using machine learning in banking industry. Keywords: predictive analytics; machine learning; loan collectability; loan quality