Loan default prediction is a critical task for financial institutions, directly influencing risk management, loan approval decisions, and profitability. This study evaluates the effectiveness of machine learning models, specifically XGBoost, Gradient Boosting, Random Forest, and LightGBM, in predicting loan defaults. The research investigates the following question: How effective are machine learning models in predicting loan defaults compared to traditional approaches? A structured machine learning pipeline is developed, including data preprocessing, feature engineering, class imbalance handling (SMOTE and class weighting), model training, hyperparameter tuning, and evaluation. Models are assessed using accuracy, F1-score, ROC AUC, precision–recall curves, and confusion matrices. The results show that Gradient Boosting achieves the highest overall classification performance (accuracy = 0.8887, F1-score = 0.8084, recall = 0.8021), making it the most effective model for identifying defaulters. XGBoost exhibits superior discriminatory power with the highest ROC AUC (0.9714). A cost-sensitive threshold-tuning procedure is embedded to align predictions with regulatory loss weights to support audit requirements.

The location of joint distribution center (JDC) is of great importance in urban freight system. This work aims to minimize the total cost, including the fixed cost, the transportation cost, and the penalty cost for the missed deliveries, considering the joint distribution willingness (JDW) of restaurant and the coverage radius of JDC. The integer programming model is formulated to select the optimal location of JDC and opens no more than k-JDCs. To solve the problem, an improved K-means (I-K-means) algorithm combining local search with penalty is proposed. The delivery problems obtained by freight survey from 114 restaurants in Beijing, China are taken as a case study. The formulation in this paper can reduce the cost of deliveries in restaurant industry, decrease the number of freight vehicles on road, and promote the joint distribution mode in urban freight system.

This paper proposes a hybrid deep learning model for robust and interpretable sentiment classification of Twitter data. The model integrates Bidirectional Encoder Representations from Transformers (BERT)-based contextual embeddings, a Bidirectional Long Short-Term Memory (BiLSTM) network, and a custom attention mechanism to classify tweets into four sentiment categories: Positive, Negative, Neutral, and Irrelevant. Addressing the challenges of noisy and multilingual social media content, the model incorporates a comprehensive preprocessing pipeline and data augmentation strategies including back-translation and synonym replacement. An ablation study demonstrates that combining BERT with BiLSTM improves the model’s sensitivity to sequence dependencies, while the attention mechanism enhances both classification accuracy and interpretability. Empirical results show that the proposed model outperforms BERT-only and BERT+BiLSTM baselines, achieving F1-scores (F1) above 0.94 across all sentiment classes. Attention weight visualizations further reveal the model’s ability to focus on sentiment-bearing tokens, providing transparency in decision-making. The proposed framework is well-suited for deployment in real-time sentiment monitoring systems and offers a scalable solution for multilingual and multi-class sentiment analysis in dynamic social media environments. We also include a focused characterization of the dataset via an Exploratory Data Analysis in the Methods section.

Bank telemarketing campaigns often experience low subscription rates due to customer heterogeneity and severe class imbalance, which pose challenges for reliable predictive modeling. This study investigates a data-driven approach that integrates synthetic minority oversampling and cost-sensitive learning to improve the prediction of telemarketing outcomes. Experiments are conducted using the Portuguese Bank Marketing dataset, comprising 41,188 instances with a positive response rate of 11.3%. Eight machine learning models are evaluated under a unified preprocessing pipeline and five-fold stratified cross-validation, including Logistic Regression, Decision Tree, Random Forest, and Ensemble methods. The results show that Ensemble models, particularly CatBoost, XGBoost, and LightGBM, achieve improved performance compared with traditional baselines, with notable gains in minority-class recall and overall discrimination ability. The best-performing model attains an F1-score of 0.540, a recall of 0.812 for the positive class, and a ROC–AUC of 0.908. To enhance interpretability, SHAP-based analysis is applied to quantify feature contributions, identifying campaign duration, previous contact outcomes, and selected macroeconomic indicators as key predictors. These findings indicate that combining resampling strategies with cost-sensitive optimization provides a robust and transparent approach for learning from imbalanced telemarketing data, thereby supporting reproducible and data-driven financial decision-making by explicitly addressing difficulty in minority-class identification under imbalance and class imbalance under cross-entropy training in imbalanced banking data.