In order to stress test loan portfolios for the impacts of climate change, historical events need to be analyzed to create templates to stress test for future events. Using the 2012 Midwestern US drought as an example, this work creates a stress-testing template for future droughts. The analysis...

Unintended bias against protected groups has become a key obstacle to the widespread adoption of machine learning methods. This work presents a modeling procedure that carefully builds models around protected class information in order to make sure that the final machine learning model is...