Fairness in Credit Scoring: Assessment, Implementation and Profit Implications
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Cited by:
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- Topuz, Kazim & Urban, Timothy L. & Yildirim, Mehmet B., 2024. "A Markovian score model for evaluating provider performance for continuity of care—An explainable analytics approach," European Journal of Operational Research, Elsevier, vol. 317(2), pages 341-351.
- Koen W. de Bock & Kristof Coussement & Arno De Caigny & Roman Slowiński & Bart Baesens & Robert N Boute & Tsan-Ming Choi & Dursun Delen & Mathias Kraus & Stefan Lessmann & Sebastián Maldonado & David , 2023. "Explainable AI for Operational Research: A Defining Framework, Methods, Applications, and a Research Agenda," Post-Print hal-04219546, HAL.
- Lukas Jurgensmeier & Bernd Skiera, 2023. "Measuring Self-Preferencing on Digital Platforms," Papers 2303.14947, arXiv.org, revised Feb 2024.
- Emmanuel Flachaire & Gilles Hacheme & Sullivan Hu'e & S'ebastien Laurent, 2022. "GAM(L)A: An econometric model for interpretable Machine Learning," Papers 2203.11691, arXiv.org.
- Zha, Yong & Wang, Yuting & Li, Quan & Yao, Wenying, 2022. "Credit offering strategy and dynamic pricing in the presence of consumer strategic behavior," European Journal of Operational Research, Elsevier, vol. 303(2), pages 753-766.
- Tigges, Maximilian & Mestwerdt, Sönke & Tschirner, Sebastian & Mauer, René, 2024. "Who gets the money? A qualitative analysis of fintech lending and credit scoring through the adoption of AI and alternative data," Technological Forecasting and Social Change, Elsevier, vol. 205(C).
- Anna Langenberg & Shih-Chi Ma & Tatiana Ermakova & Benjamin Fabian, 2023. "Formal Group Fairness and Accuracy in Automated Decision Making," Mathematics, MDPI, vol. 11(8), pages 1-25, April.
- Lu, Xuefei & Calabrese, Raffaella, 2023. "The Cohort Shapley value to measure fairness in financing small and medium enterprises in the UK," Finance Research Letters, Elsevier, vol. 58(PC).
- Li, Zhe & Liang, Shuguang & Pan, Xianyou & Pang, Meng, 2024. "Credit risk prediction based on loan profit: Evidence from Chinese SMEs," Research in International Business and Finance, Elsevier, vol. 67(PA).
- Jos'e Pombal & Andr'e F. Cruz & Jo~ao Bravo & Pedro Saleiro & M'ario A. T. Figueiredo & Pedro Bizarro, 2022. "Understanding Unfairness in Fraud Detection through Model and Data Bias Interactions," Papers 2207.06273, arXiv.org.
- Dimitrios Nikolaidis & Michalis Doumpos, 2022. "Credit Scoring with Drift Adaptation Using Local Regions of Competence," SN Operations Research Forum, Springer, vol. 3(4), pages 1-28, December.
- Jie Shi & Arno P. J. M. Siebes & Siamak Mehrkanoon, 2023. "TransCORALNet: A Two-Stream Transformer CORAL Networks for Supply Chain Credit Assessment Cold Start," Papers 2311.18749, arXiv.org.
- De Bock, Koen W. & Coussement, Kristof & Caigny, Arno De & Słowiński, Roman & Baesens, Bart & Boute, Robert N. & Choi, Tsan-Ming & Delen, Dursun & Kraus, Mathias & Lessmann, Stefan & Maldonado, Sebast, 2024. "Explainable AI for Operational Research: A defining framework, methods, applications, and a research agenda," European Journal of Operational Research, Elsevier, vol. 317(2), pages 249-272.
- Joseph L. Breeden & Eugenia Leonova, 2021. "Creating Unbiased Machine Learning Models by Design," JRFM, MDPI, vol. 14(11), pages 1-15, November.
- Silvana M. Pesenti & Pietro Millossovich & Andreas Tsanakas, 2023. "Differential Quantile-Based Sensitivity in Discontinuous Models," Papers 2310.06151, arXiv.org, revised Oct 2024.
- Piccialli, Veronica & Romero Morales, Dolores & Salvatore, Cecilia, 2024. "Supervised feature compression based on counterfactual analysis," European Journal of Operational Research, Elsevier, vol. 317(2), pages 273-285.
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This paper has been announced in the following NEP Reports:- NEP-CMP-2021-03-15 (Computational Economics)
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