Explainable AI in Credit Risk Management
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References listed on IDEAS
- Bracke, Philippe & Datta, Anupam & Jung, Carsten & Sen, Shayak, 2019. "Machine learning explainability in finance: an application to default risk analysis," Bank of England working papers 816, Bank of England.
- Mirko Moscatelli & Simone Narizzano & Fabio Parlapiano & Gianluca Viggiano, 2019. "Corporate default forecasting with machine learning," Temi di discussione (Economic working papers) 1256, Bank of Italy, Economic Research and International Relations Area.
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- Julien Chevallier & Dominique Guégan & Stéphane Goutte, 2021.
"Is It Possible to Forecast the Price of Bitcoin?,"
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- Julien Chevallier & Dominique Guégan & Stéphane Goutte, 2021. "Is It Possible to Forecast the Price of Bitcoin?," Post-Print halshs-04250269, HAL.
- Julien Chevallier & Dominique Guégan & Stéphane Goutte, 2021. "Is It Possible to Forecast the Price of Bitcoin?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-04250269, HAL.
- Petter Eilif de Lange & Borger Melsom & Christian Bakke Vennerød & Sjur Westgaard, 2022. "Explainable AI for Credit Assessment in Banks," JRFM, MDPI, vol. 15(12), pages 1-23, November.
- Nwafor, Chioma Ngozi & Nwafor, Obumneme Zimuzor, 2023. "Determinants of non-performing loans: An explainable ensemble and deep neural network approach," Finance Research Letters, Elsevier, vol. 56(C).
- Teng, Huei-Wen & Kang, Ming-Hsuan & Lee, I-Han & Bai, Le-Chi, 2024. "Bridging accuracy and interpretability: A rescaled cluster-then-predict approach for enhanced credit scoring," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Yanhui Shen, 2023. "American Option Pricing using Self-Attention GRU and Shapley Value Interpretation," Papers 2310.12500, arXiv.org.
- Wei Jie Yeo & Wihan van der Heever & Rui Mao & Erik Cambria & Ranjan Satapathy & Gianmarco Mengaldo, 2023. "A Comprehensive Review on Financial Explainable AI," Papers 2309.11960, arXiv.org.
- Kim Long Tran & Hoang Anh Le & Thanh Hien Nguyen & Duc Trung Nguyen, 2022. "Explainable Machine Learning for Financial Distress Prediction: Evidence from Vietnam," Data, MDPI, vol. 7(11), pages 1-12, November.
- Zhiyu Cao & Zihan Chen & Prerna Mishra & Hamed Amini & Zachary Feinstein, 2023. "Modeling Inverse Demand Function with Explainable Dual Neural Networks," Papers 2307.14322, arXiv.org, revised Oct 2023.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2021-03-15 (Big Data)
- NEP-CMP-2021-03-15 (Computational Economics)
- NEP-RMG-2021-03-15 (Risk Management)
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