TIMi top winner at the PAKDD 2007
TIMi top winner at the PAKDD 2007
The PAKDD2007 is the 11th Pacific-Asia Knowledge Discovery and Data Mining conference.
These results were published the 1st may 2007.
Problem description:
- Cross-Selling: Credit Card 2 Mortgage.
- We try to sell a “mortage” to customers that already have a “credit card”.
Difficulty:
- Target is small: 1.71%
Data:
- 40,700 Card customers with the company within a specific 2-year
- 700 Targets (1.71%): opened a home loan with the company within 12 months after opening the credit card
- 40 modelling variables
Evaluation:
- Prediction dataset without target (8000 customers)
- Criterion: Area under the lift curve (AUC)
TIMi Model:
- 17 variables.
- Quality on build (AUC) ~= 73.26 % ± 1.8
