A sparsity algorithm for finding optimal counterfactual explanations: Application to corporate credit rating
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DOI: 10.1016/j.ribaf.2022.101869
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Cited by:
- Satyam Kumar & Yelleti Vivek & Vadlamani Ravi & Indranil Bose, 2023. "Causal Inference for Banking Finance and Insurance A Survey," Papers 2307.16427, arXiv.org.
- Chen, Dangxing & Ye, Jiahui & Ye, Weicheng, 2023. "Interpretable selective learning in credit risk," Research in International Business and Finance, Elsevier, vol. 65(C).
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More about this item
Keywords
Credit rating; Machine learning; Counterfactual explanation; Sparsity algorithm; Explainable AI;All these keywords.
JEL classification:
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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