Scoring Aave Accounts for Creditworthiness

Autor: Wolf, Will, Henry, Aaron, Fadel, Hamza Al, Quintuna, Xavier, Gay, Julian
Rok vydání: 2022
Předmět:
Druh dokumentu: Working Paper
Popis: Scoring the creditworthiness of accounts that interact with decentralized financial (DeFi) protocols remains an important yet unsolved problem. In this paper, we propose a credit scoring system for those accounts that have interacted with the Aave v2 liquidity protocol. The key component of this system is a tree-based binary classifier that predicts "position delinquency." To the community, we provide our method, results, and the (abridged) dataset on which this system is built.
Databáze: arXiv