I have monthly data of loan installment repayment. The data contains basic features like salary, age, gender, credit score, etc. Along with the above features, I have the data for the last 6 installment failure/success. Now based on this, I want to predict which customers are going to default next month.
The problem I would like to highlight, to apply any machine learning algorithm, I need labels for the same month, i.e., for Feb 20 predictions, I need some rows with labels success/failure in Feb 20 (so that I can train model on this) and then can predict on the remainder of data from Feb 20.
But here I don't have any labels for Feb 20 (I have data for past failures instead).