Fairness in credit scoring: assessment, implementation and profit implications

DOI10.1016/j.ejor.2021.06.023zbMath1490.91228arXiv2103.01907OpenAlexW3134439870MaRDI QIDQ2060424

Stefan Lessmann, Nikita Kozodoi, Johannes Jacob

Publication date: 13 December 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.01907

zbMATH Keywords

machine learningcredit scoringOR in bankingalgorithmic fairness

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Credit risk (91G40)

Related Items (2)

Credit offering strategy and dynamic pricing in the presence of consumer strategic behavior ⋮ Credit scoring with drift adaptation using local regions of competence

Uses Software

• GitHub

Cites Work

• Unnamed Item
• Development and application of consumer credit scoring models using profit-based classification measures
• Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
• Deep learning for credit scoring: do or don't?
• An algorithm for removing sensitive information: application to race-independent recidivism prediction
• Recent developments in consumer credit risk assessment
• Quantile regression for modelling distributions of profit and loss
• Reject inference, augmentation, and sample selection

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