Regulatory Learning: how to supervise machine learning models? An application to credit scoring
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More about this item
Keywords
Big Data; Credit scoring; machine learning; AUC; regulation;All these keywords.
JEL classification:
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2017-11-05 (Banking)
- NEP-BIG-2017-11-05 (Big Data)
- NEP-CMP-2017-11-05 (Computational Economics)
- NEP-PAY-2017-11-05 (Payment Systems and Financial Technology)
- NEP-RMG-2017-11-05 (Risk Management)
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