Recommendations
- Model transparency and interpretability: survey and application to the insurance industry
- Countering racial discrimination in algorithmic lending: a case for model-agnostic interpretation methods
- A note on random forest as the future credit scoring model
- A survey on the explainability of supervised machine learning
- Fairness in credit scoring: assessment, implementation and profit implications
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
This page was built for publication: Explainable models of credit losses
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2140185)
