Shapley values as an interpretability technique in credit scoring
Year of publication: |
2023
|
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Authors: | Toit, Hendrik Andries du ; Schutte, Willem Daniël ; Raubenheimer, Helgard G. |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9587, ZDB-ID 2395282-9. - Vol. 17.2023, 4, p. 21-47
|
Subject: | model risk | machine learning | credit scoring | model interpretability | Shapley value | weights of evidence | Theorie | Theory | Kreditwürdigkeit | Credit rating | Shapley-Wert | Kreditrisiko | Credit risk |
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