Lu, Jie; Wu, Desheng; Dong, Junran; Dolgui, Alexandre - In: Industrial Management & Data Systems 123 (2023) 12, pp. 3053-3079
Purpose Credit risk evaluation is a crucial task for banks and non-bank financial institutions to support decision-making on granting loans. Most of the current credit risk methods rely solely on expert knowledge or large amounts of data, which causes some problems like variable interactions...