Search Results - subject:"SHAP"

Did you mean: subject:"shop" (30,194 results)

Determinants of corporate credit ratings : does ESG matter?

Michalski, Lachlan; Low, Rand Kwong Yew - In: International review of financial analysis 94 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014543931

Convolutional neural networks to signal currency crises : from the Asian financial crisis to the Covid crisis

Barthélémy, Sylvain; Gautier, Virginie; Rondeau, Fabien - 2024

Persistent link: https://www.econbiz.de/10014578446

Application of Explainable Artificial Intelligence technique to model the predictors of South African SMMEs resilient performance during the Covid-19 pandemic

Zhou, Helper; Chamba, Lucy T.; Zondo, Robert. W. D. - 2024

Persistent link: https://www.econbiz.de/10014486545

An innovative machine learning workflow to research China’s systemic fnancial crisis with SHAP value and Shapley regression

Wang, Da; Zhou, YingXue - In: Financial innovation : FIN 10 (2024), pp. 1-40

This study proposed a cutting-edge, multistep workfow and upgraded it by addressing its faw of not considering how to determine the index system objectively. It then used the updated workfow to identify the probability of China's systemic fnancial crisis and analyzed the impact of macroeconomic...

Persistent link: https://www.econbiz.de/10014540605

Analyzing credit spread changes using explainable artificial intelligence

Heger, Julia; Min, Aleksey; Zagst, Rudi - In: International review of financial analysis 94 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014543984

Improving credit risk assessment in P2P lending with explainable machine learning survival analysis

Bone-Winkel, Gero Friedrich; Reichenbach, Felix - In: Digital finance : smart data analytics, investment … 6 (2024) 3, pp. 501-542

Persistent link: https://www.econbiz.de/10015078229

A Novel Default Risk Prediction and Feature Importance Analysis Technique for Marketplace Lending using Machine Learning

Imam, Sana Hassan; Huhn, Sebastian; Hornuf, Lars; … - In: Credit and Capital Markets – Kredit und Kapital 56 (2023) 1, pp. 27-62

outperforms conventional techniques. We adopt the SHapely Additive exPlanations (SHAP) and a four-step ahead model, allowing us to …

Persistent link: https://www.econbiz.de/10014556392

A novel default risk prediction and feature importance analysis technique for marketplace lending using machine learning

Imam, Sana Hassan; Huhn, Sebastian; Hornuf, Lars; … - In: Credit and capital markets : Kredit und Kapital 56 (2023) 1, pp. 27-62

outperforms conventional techniques. We adopt the SHapely Additive exPlanations (SHAP) and a four-step ahead model, allowing us to …

Persistent link: https://www.econbiz.de/10014518604

Using explainable artificial intelligence to improve process quality : evidence from semiconductor manufacturing

Senoner, Julian; Netland, Torbjørn H.; Feuerriegel, Stefan - In: Management science : journal of the Institute for … 68 (2022) 8, pp. 5704-5723

Persistent link: https://www.econbiz.de/10013371026

Explainable Artificial Intelligence (XAI) in auditing

Zhang, Chanyuan; Cho, Soohyun; Vasarhelyi, Miklos A. - In: International journal of accounting information systems 46 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013494098