Scoring Aave Accounts for Creditworthiness

Will Wolf, Aaron Henry, Hamza Al Fadel, Xavier Quintuna and Julian Gay

Papers from arXiv.org

Abstract: 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.

Date: 2022-07
New Economics Papers: this item is included in nep-pay and nep-rmg
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