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Computational Economics

Scopus

ISSN 0927-7099 · Springer Science+Business Media · 1 articles in the index

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Explainable Machine Learning in Credit Risk Management

Niklas Bussmann; Paolo Giudici; Dimitri Marinelli et al.

Computational Economics · 2020 · English · OpenAlex Scopus

Abstract The paper proposes an explainable Artificial Intelligence model that can be used in credit risk management and, in particular, in measuring the risks that arise when credit is borrowed employing peer to peer lending platforms. The model applies correlation networks to Shapley values so…

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