Credit-default prediction is an important task in financial decision making. Traditional methods use fitted classifiers such as logistic regression and random forests on tabular features. Large language models (LLMs) have recently been applied to this task through prompting. In this work we study how a fitted classifier and an LLM can be combined for credit-default prediction. We distinguish telling the LLM to imitate a classifier from using the classifier to build the prompt. We hypothesize that a fitted classifier can supply the ranking ability that an LLM prompt lacks. We experiment on the Default of Credit Card Clients dataset, and report recall, F1, and the area under the ROC and precision-recall curves, with bootstrap confidence intervals. We observe that a few-shot LLM has the highest recall (0.47) and F1 (0.50) of any single model but ranks worse than a random forest (AUC-ROC 0.72 against 0.79). Instructing the LLM to imitate a classifier gives no significant change. Pruning the prompt to the classifier's eight most important features raises recall by 0.071 and F1 by 0.032. Adding the classifier's predicted probability to the prompt raises the LLM's AUC-ROC from 0.72 to 0.78, matching the random forest, while keeping 0.118 higher recall than it. The reverse composition, and the use of several classifiers, do not help. We thus recommend a simple classifier-guided prompt for LLM-based credit prediction.
Credit scoring increasingly relies on models whose decision logic cannot be read off their parameters, in tension with supervisory expectations that adverse decisions be explainable. A common proposal closes that gap with a language model: compute feature attributions, hand them to an LLM, and let it write the rationale. We build such a system end to end and test whether the second half of the promise holds. The predictive component is a multi-scale stacking ensemble fusing four differently regularised gradient-boosting learners with a residual network through a neural meta-learner trained on out-of-fold predictions. On a public 32,581-application credit dataset it reaches test ROC-AUC 0.9539 (95% CI [0.9462, 0.9616]) and PR-AUC 0.9137, beating the best single model by Delta-AUC = 0.0143 (p = 0.016 under a conservative independence assumption). Our central finding is asymmetric. The ranking gain is real but operationally small: at the F1-optimal threshold the ensemble avoids only six additional missed defaults out of 1,422 against a tuned random forest, cutting cost-weighted loss by under 2%. The narrative layer fails in a way prompt engineering alone does not fix. In an audited case the model named three factors as risk-increasing that the supplied attributions scored as risk-reducing, omitted the dominant driver, and introduced a feature never given to it. We trace this to properties we measure rather than assume: SHAP and LIME agree on which features matter (overlap@10 = 0.80) but not on their order (tau = 0.43, p = 0.18), and the attribution sign for the model's most sensitive input is near a coin flip across applicants (modal-sign share 0.53). Calibration (ECS = 0.117) and perturbation stability (DPD = 0.078) both fall short of our own thresholds. Constrained prompting is necessary but not sufficient: grounding must be verified after generation, not assumed.
Large language models (LLMs) are increasingly deployed as black-box classifiers in pipelines that automate confident decisions and route uncertain ones to human review. Such selective prediction needs a confidence score that an operator can threshold at a chosen risk level. Prior work asks whether LLM confidence is well calibrated or well ranked; we ask a complementary, deployment-oriented question that has been largely overlooked: at what resolution can the score be thresholded? We call the answer the score granularity gap. Through a controlled comparison of seven ways to build a confidence score, from a single verbalized number, to token probabilities, to querying the model many times and combining the answers, across 25 model-dataset pairs (9 LLMs, 3 benchmarks), we find that single-shot verbalized confidence, once correctly converted to a class probability, ranks cases surprisingly well, yet takes only a handful of distinct values. It therefore offers an operator only a few coarse thresholds, no matter how well it ranks. We show which constructions widen this gap, at what inference cost, and with what effect on ranking, notably that multi-query aggregation helps weak models but can degrade already-strong ones. We translate these trade-offs into concrete deployment guidance.
Coronary artery disease (CAD) remains one of the leading causes of death globally, highlighting the need for reliable predictive systems to support early diagnosis and risk assessment. While traditional machine learning models perform well on structured clinical data, large language models (LLMs) present new possibilities to interpret medical information expressed in natural language. In this work, we develop a hybrid framework that bridges structured clinical data and natural-language representations for CAD prediction. Using a publicly available dataset of 1,190 patient records with 11 clinical attributes, structured variables are converted into interpretable feature representations and synthetic clinical narratives using LLMs. A validation pipeline performs reverse extraction of clinical variables and computes a consistency score with the original records, achieving an average fidelity of 94.61%. We then evaluate four conventional machine learning models and compare their performance with LLM-based classification under zero-shot and few-shot prompting settings. We use two LLMs here, GPT and Gemini. Experimental results show that Random Forest achieves the highest accuracy. Despite this advantage, LLM-based classification remains beneficial in real-world clinical settings. This is because LLMs operate directly on natural language patient descriptions, meaning that sensitive numerical patient data such as exact lab values, blood pressure readings, and diagnostic codes are kept private. Findings suggest that combining structured clinical data with LLM-generated narratives can enable new directions for hybrid clinical prediction systems.