A sparsity algorithm for finding optimal counterfactual explanations : Application to corporate credit rating
Year of publication: |
2023
|
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Authors: | Wang, Dan ; Chen, Zhi ; Florescu, Ionuţ ; Wen, Bingyang |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 64.2023, p. 1-16
|
Subject: | Machine learning | Counterfactual explanation | Credit rating | Explainable AI | Sparsity algorithm | Kreditwürdigkeit | Algorithmus | Algorithm | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Kreditrisiko | Credit risk |
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