Explainable Machine Learning in Credit Risk Management
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DOI: 10.1007/s10614-020-10042-0
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References listed on IDEAS
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Cited by:
- Dangxing Chen, 2023. "Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models," Papers 2309.13246, arXiv.org.
- Hoang Hiep Nguyen & Jean-Laurent Viviani & Sami Ben Jabeur, 2023. "Bankruptcy prediction using machine learning and Shapley additive explanations," Post-Print hal-04223161, HAL.
- Zhang, Tianjiao & Zhu, Weidong & Wu, Yong & Wu, Zihao & Zhang, Chao & Hu, Xue, 2023. "An explainable financial risk early warning model based on the DS-XGBoost model," Finance Research Letters, Elsevier, vol. 56(C).
- Yanhui Shen, 2023. "American Option Pricing using Self-Attention GRU and Shapley Value Interpretation," Papers 2310.12500, arXiv.org.
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Forecasting, MDPI, vol. 3(2), pages 1-44, May.
- Julien Chevallier & Dominique Guégan & Stéphane Goutte, 2021. "Is It Possible to Forecast the Price of Bitcoin?," Post-Print halshs-04250269, HAL.
- Alhanouf Abdulrahman Saleh Alsuwailem & Emad Salem & Abdul Khader Jilani Saudagar, 2023. "Performance of Different Machine Learning Algorithms in Detecting Financial Fraud," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1631-1667, December.
- Wei Jie Yeo & Wihan van der Heever & Rui Mao & Erik Cambria & Ranjan Satapathy & Gianmarco Mengaldo, 2023. "A Comprehensive Review on Financial Explainable AI," Papers 2309.11960, arXiv.org.
- Kim Long Tran & Hoang Anh Le & Thanh Hien Nguyen & Duc Trung Nguyen, 2022. "Explainable Machine Learning for Financial Distress Prediction: Evidence from Vietnam," Data, MDPI, vol. 7(11), pages 1-12, November.
- Berger, Theo, 2023. "Explainable artificial intelligence and economic panel data: A study on volatility spillover along the supply chains," Finance Research Letters, Elsevier, vol. 54(C).
- Md Shajalal & Alexander Boden & Gunnar Stevens, 2022. "Explainable product backorder prediction exploiting CNN: Introducing explainable models in businesses," Electronic Markets, Springer;IIM University of St. Gallen, vol. 32(4), pages 2107-2122, December.
- Elena Ivona DUMITRESCU & Sullivan HUE & Christophe HURLIN & Sessi TOKPAVI, 2020.
"Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds,"
LEO Working Papers / DR LEO
2839, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Elena Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi, 2021. "Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds," Working Papers hal-02507499, HAL.
- Chen, Yujia & Calabrese, Raffaella & Martin-Barragan, Belen, 2024. "Interpretable machine learning for imbalanced credit scoring datasets," European Journal of Operational Research, Elsevier, vol. 312(1), pages 357-372.
- Babaei, Golnoosh & Giudici, Paolo & Raffinetti, Emanuela, 2023. "Explainable FinTech lending," Journal of Economics and Business, Elsevier, vol. 125.
- Sunghyon Kyeong & Daehee Kim & Jinho Shin, 2021. "Can System Log Data Enhance the Performance of Credit Scoring?—Evidence from an Internet Bank in Korea," Sustainability, MDPI, vol. 14(1), pages 1-12, December.
- Mohsin Ali & Abdul Razaque & Joon Yoo & Uskenbayeva Raissa Kabievna & Aiman Moldagulova & Satybaldiyeva Ryskhan & Kalpeyeva Zhuldyz & Aizhan Kassymova, 2024. "Designing an Intelligent Scoring System for Crediting Manufacturers and Importers of Goods in Industry 4.0," Logistics, MDPI, vol. 8(1), pages 1-30, March.
- Lisa Crosato & Caterina Liberati & Marco Repetto, 2021. "Look Who's Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default," Papers 2108.13914, arXiv.org, revised Sep 2021.
- Chen, Dangxing & Ye, Jiahui & Ye, Weicheng, 2023. "Interpretable selective learning in credit risk," Research in International Business and Finance, Elsevier, vol. 65(C).
- Ahelegbey, Daniel & Giudici, Paolo & Pediroda, Valentino, 2023. "A network based fintech inclusion platform," Socio-Economic Planning Sciences, Elsevier, vol. 87(PB).
- Babaei, Golnoosh & Giudici, Paolo & Raffinetti, Emanuela, 2022. "Explainable artificial intelligence for crypto asset allocation," Finance Research Letters, Elsevier, vol. 47(PB).
- Marc Wildi & Branka Hadji Misheva, 2022. "A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management and Fraud Detection," Papers 2212.02906, arXiv.org.
- Ajitha Kumari Vijayappan Nair Biju & Ann Susan Thomas & J Thasneem, 2024. "Examining the research taxonomy of artificial intelligence, deep learning & machine learning in the financial sphere—a bibliometric analysis," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(1), pages 849-878, February.
- Bastos, João A. & Matos, Sara M., 2022.
"Explainable models of credit losses,"
European Journal of Operational Research, Elsevier, vol. 301(1), pages 386-394.
- João A. Bastos & Sara M. Matos, 2021. "Explainable models of credit losses," Working Papers REM 2021/0161, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Alex Gramegna & Paolo Giudici, 2020. "Why to Buy Insurance? An Explainable Artificial Intelligence Approach," Risks, MDPI, vol. 8(4), pages 1-9, December.
- David Mhlanga, 2021. "Financial Inclusion in Emerging Economies: The Application of Machine Learning and Artificial Intelligence in Credit Risk Assessment," IJFS, MDPI, vol. 9(3), pages 1-16, July.
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Keywords
Credit risk management; Explainable AI; Financial technologies; Similarity networks;All these keywords.
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