Mathieu Ravaut

Can Zero-Shot Large Language Models Be Trusted for Credit-Risk Prediction? An Explainability Audit Against LightGBM on Loan Default Data

Zero-shot large language models (LLMs) offer a low-barrier route to credit-risk prediction, but regulated use requires evidence on discrimination, probability reliability, and auditable decision patterns. We compare four open-source LLMs (Gemma-2-9B, Llama-3.2-3B, Mistral-7B-v0.3, and Qwen2.5-7B) with LightGBM on 396,0...