Explainable models of credit losses
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Cites work
- Bagging predictors
- Fuzzy decision fusion approach for loss-given-default modeling
- Greedy function approximation: A gradient boosting machine.
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 823069 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Intertemporal forecasts of defaulted bond recoveries and portfolio losses
- Learning representations by back-propagating errors
- Random forests
- Support vector regression for loss given default modelling
- Visualizing the Effects of Predictor Variables in Black Box Supervised Learning Models
Cited in
(12)- Forecasting credit losses with the reversal in credit spreads
- Model transparency and interpretability: survey and application to the insurance industry
- scientific article; zbMATH DE number 6724266 (Why is no real title available?)
- Countering racial discrimination in algorithmic lending: a case for model-agnostic interpretation methods
- Supervised feature compression based on counterfactual analysis
- Interpretable generalized additive neural networks
- Explainability through uncertainty: trustworthy decision-making with neural networks
- 360 degrees rumor detection: when explanations got some explaining to do
- What makes accidents severe! Explainable analytics framework with parameter optimization
- Non-linearity and the distribution of market-based loss rates
- How do I explain that decision? A new approach combining counterfactuals and sensitivity analyses
- Developing an interpretable decision support framework for brain tumor screening
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