Loan default predictability with explainable machine learning
Year of publication: |
2024
|
---|---|
Authors: | Li, Huan ; Wu, Weixing |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 60.2024, Art.-No. 104867, p. 1-7
|
Subject: | Loan default | Machine learning | SHapley additive exPlanations | Insolvenz | Insolvency | Künstliche Intelligenz | Artificial intelligence | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Kreditwürdigkeit | Credit rating | Lernprozess | Learning process |
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