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Explainable Machine Learning in Credit Risk Management

Citations

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Cited by:

  1. Chen, Dangxing & Ye, Jiahui & Ye, Weicheng, 2023. "Interpretable selective learning in credit risk," Research in International Business and Finance, Elsevier, vol. 65(C).
  2. Xiufang Li & Zhiwang Zhang & Lingyun Li & Hui Pan, 2024. "Combining Feature Selection and Classification Using LASSO-Based MCO Classifier for Credit Risk Evaluation," Computational Economics, Springer;Society for Computational Economics, vol. 64(5), pages 2641-2662, November.
  3. Alhanouf Abdulrahman Saleh Alsuwailem & Emad Salem & Abdul Khader Jilani Saudagar, 2023. "Performance of Different Machine Learning Algorithms in Detecting Financial Fraud," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1631-1667, December.
  4. Jiang, Cuiqing & Yin, Chang & Tang, Qian & Wang, Zhao, 2023. "The value of official website information in the credit risk evaluation of SMEs," Journal of Business Research, Elsevier, vol. 169(C).
  5. 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.
  6. Julien Chevallier & Dominique Guégan & Stéphane Goutte, 2021. "Is It Possible to Forecast the Price of Bitcoin?," Forecasting, MDPI, vol. 3(2), pages 1-44, May.
  7. Ahelegbey, Daniel & Giudici, Paolo & Pediroda, Valentino, 2023. "A network based fintech inclusion platform," Socio-Economic Planning Sciences, Elsevier, vol. 87(PB).
  8. 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).
  9. Zhou, Ying & Li, Haoran & Xiao, Zhi & Qiu, Jing, 2023. "A user-centered explainable artificial intelligence approach for financial fraud detection," Finance Research Letters, Elsevier, vol. 58(PA).
  10. Longyue Liang & Bo Liu & Zhi Su & Xuanye Cai, 2024. "Forecasting corporate financial performance with deep learning and interpretable ALE method: Evidence from China," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2540-2571, November.
  11. 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.
  12. Berger, Theo, 2023. "Explainable artificial intelligence and economic panel data: A study on volatility spillover along the supply chains," Finance Research Letters, Elsevier, vol. 54(C).
  13. Alfonso-Sánchez, Sherly & Solano, Jesús & Correa-Bahnsen, Alejandro & Sendova, Kristina P. & Bravo, Cristián, 2024. "Optimizing credit limit adjustments under adversarial goals using reinforcement learning," European Journal of Operational Research, Elsevier, vol. 315(2), pages 802-817.
  14. Kovvuri, Veera Raghava Reddy & Fu, Hsuan & Fan, Xiuyi & Seisenberger, Monika, 2023. "Fund performance evaluation with explainable artificial intelligence," Finance Research Letters, Elsevier, vol. 58(PB).
  15. Codruț-Florin Ivașcu, 2024. "Understanding Dividend Puzzle Using Machine Learning," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 161-179, July.
  16. Md Shajalal & Alexander Boden & Gunnar Stevens, 2022. "Explainable product backorder prediction exploiting CNN: Introducing explainable models in businesses," Electronic Markets, Springer;IIM University of St. Gallen, vol. 32(4), pages 2107-2122, December.
  17. Tang, Pan & Tang, Tiantian & Lu, Chennuo, 2024. "Predicting systemic financial risk with interpretable machine learning," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
  18. João Gabriel Moraes Souza & Daniel Tavares Castro & Yaohao Peng & Ivan Ricardo Gartner, 2024. "A Machine Learning-Based Analysis on the Causality of Financial Stress in Banking Institutions," Computational Economics, Springer;Society for Computational Economics, vol. 64(3), pages 1857-1890, September.
  19. Babaei, Golnoosh & Giudici, Paolo & Raffinetti, Emanuela, 2022. "Explainable artificial intelligence for crypto asset allocation," Finance Research Letters, Elsevier, vol. 47(PB).
  20. Elena Ivona DUMITRESCU & Sullivan HUE & Christophe HURLIN & Sessi TOKPAVI, 2020. "Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds," LEO Working Papers / DR LEO 2839, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  21. Tang, Wenjin & Bu, Hui & Zuo, Yuan & Wu, Junjie, 2024. "Unlocking the power of the topic content in news headlines: BERTopic for predicting Chinese corporate bond defaults," Finance Research Letters, Elsevier, vol. 62(PA).
  22. Dangxing Chen, 2023. "Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models," Papers 2309.13246, arXiv.org.
  23. Chen, Yujia & Calabrese, Raffaella & Martin-Barragan, Belen, 2024. "Interpretable machine learning for imbalanced credit scoring datasets," European Journal of Operational Research, Elsevier, vol. 312(1), pages 357-372.
  24. Ajitha Kumari Vijayappan Nair Biju & Ann Susan Thomas & J Thasneem, 2024. "Examining the research taxonomy of artificial intelligence, deep learning & machine learning in the financial sphere—a bibliometric analysis," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(1), pages 849-878, February.
  25. Babaei, Golnoosh & Giudici, Paolo & Raffinetti, Emanuela, 2023. "Explainable FinTech lending," Journal of Economics and Business, Elsevier, vol. 125.
  26. Sunghyon Kyeong & Daehee Kim & Jinho Shin, 2021. "Can System Log Data Enhance the Performance of Credit Scoring?—Evidence from an Internet Bank in Korea," Sustainability, MDPI, vol. 14(1), pages 1-12, December.
  27. Nadia Ayed & Khemaies Bougatef, 2024. "Performance Assessment of Logistic Regression (LR), Artificial Neural Network (ANN), Fuzzy Inference System (FIS) and Adaptive Neuro-Fuzzy System (ANFIS) in Predicting Default Probability: The Case of," Computational Economics, Springer;Society for Computational Economics, vol. 64(3), pages 1803-1835, September.
  28. Mohsin Ali & Abdul Razaque & Joon Yoo & Uskenbayeva Raissa Kabievna & Aiman Moldagulova & Satybaldiyeva Ryskhan & Kalpeyeva Zhuldyz & Aizhan Kassymova, 2024. "Designing an Intelligent Scoring System for Crediting Manufacturers and Importers of Goods in Industry 4.0," Logistics, MDPI, vol. 8(1), pages 1-30, March.
  29. Bastos, João A. & Matos, Sara M., 2022. "Explainable models of credit losses," European Journal of Operational Research, Elsevier, vol. 301(1), pages 386-394.
  30. Hoang Hiep Nguyen & Jean-Laurent Viviani & Sami Ben Jabeur, 2023. "Bankruptcy prediction using machine learning and Shapley additive explanations," Post-Print hal-04223161, HAL.
  31. Zhang, Tianjiao & Zhu, Weidong & Wu, Yong & Wu, Zihao & Zhang, Chao & Hu, Xue, 2023. "An explainable financial risk early warning model based on the DS-XGBoost model," Finance Research Letters, Elsevier, vol. 56(C).
  32. Lisa Crosato & Caterina Liberati & Marco Repetto, 2021. "Look Who's Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default," Papers 2108.13914, arXiv.org, revised Sep 2021.
  33. Gero Friedrich Bone-Winkel & Felix Reichenbach, 2024. "Improving credit risk assessment in P2P lending with explainable machine learning survival analysis," Digital Finance, Springer, vol. 6(3), pages 501-542, September.
  34. Alex Gramegna & Paolo Giudici, 2020. "Why to Buy Insurance? An Explainable Artificial Intelligence Approach," Risks, MDPI, vol. 8(4), pages 1-9, December.
  35. David Mhlanga, 2021. "Financial Inclusion in Emerging Economies: The Application of Machine Learning and Artificial Intelligence in Credit Risk Assessment," IJFS, MDPI, vol. 9(3), pages 1-16, July.
  36. Peng, Yaohao & de Moraes Souza, João Gabriel, 2024. "Chaos, overfitting and equilibrium: To what extent can machine learning beat the financial market?," International Review of Financial Analysis, Elsevier, vol. 95(PB).
  37. Xu, Qianwen Ariel & Jayne, Chrisina & Chang, Victor, 2024. "An emoji feature-incorporated multi-view deep learning for explainable sentiment classification of social media reviews," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
  38. Yanhui Shen, 2023. "American Option Pricing using Self-Attention GRU and Shapley Value Interpretation," Papers 2310.12500, arXiv.org.
  39. Marc Wildi & Branka Hadji Misheva, 2022. "A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management and Fraud Detection," Papers 2212.02906, arXiv.org.
  40. Alessandro Bitetto & Paola Cerchiello & Stefano Filomeni & Alessandra Tanda & Barbara Tarantino, 2024. "Can we trust machine learning to predict the credit risk of small businesses?," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 925-954, October.
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