Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation
Year of publication: |
2021-05-24
|
---|---|
Authors: | Alonso, Andrés ; Carbó Martinez, José Manuel |
Publisher: |
Banco de España / Madrid : Banco de España, 2021 |
Subject: | Aprendizaje automático | Riesgo de crédito | Predicción | Probabilidad de impago | Modelos IRB | Machine learning | Credit risk | Prediction | Probability of default | IRB system | Redes neuronales | Inteligencia artificial | Sistemas bancarios y actividad crediticia |
-
Alonso, Andrés, (2021)
-
Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost
Alonso, Andrés, (2020)
-
Alonso, Andrés, (2021)
- More ...
-
Alonso, Andrés, (2021)
-
Accuracy of explanations of machine learning models for credit decisions
Alonso, Andrés,
-
Inteligencia artificial y finanzas: una alianza estratégica
Alonso, Andrés,
- More ...