One Threshold Doesn’t Fit All: Tailoring Machine Learning Predictions of Consumer Default for Lower-Income Areas
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DOI: 10.21799/frbp.wp.2022.39
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References listed on IDEAS
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More about this item
Keywords
Credit Scores; Group Disparities; Machine Learning; Fairness;All these keywords.
JEL classification:
- G51 - Financial Economics - - Household Finance - - - Household Savings, Borrowing, Debt, and Wealth
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
Statistics
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