Explainable Machine Learning in Credit Risk Management

The paper proposes an explainable Artificial Intelligence model that can be used in credit risk management and, in particular, in measuring the risks that arise when credit is borrowed employing peer to peer lending platforms. The model applies correlation networks to Shapley values so that Artifici...

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Vydané v:	Computational economics Ročník 57; číslo 1; s. 203 - 216
Hlavní autori:	Bussmann, Niklas, Giudici, Paolo, Marinelli, Dimitri, Papenbrock, Jochen
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Springer US 01.01.2021 Springer Nature B.V
Predmet:	Artificial intelligence Behavioral/Experimental Economics Computer Appl. in Social and Behavioral Sciences Credit Credit risk Economic Theory/Quantitative Economics/Mathematical Methods Economics Economics and Finance Empirical analysis Explainable artificial intelligence Intelligence Machine learning Math Applications in Computer Science Operations Research/Decision Theory Peers Risk management Similarity networks Credit risk management Explainable AI Financial technologies
ISSN:	0927-7099, 1572-9974
On-line prístup:	Získať plný text
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