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RePEcRisk, Credit & Banking

Interpretable Learning in Credit Risk

Neural network with selective interpretability introduced for credit risk assessment, shallow model leads to better accuracy for specific data portions.

Featured in No. 4 on 14 Jun 2023 · on release day

Released
14 Jun 2023
First featured
No. 4 · 14 Jun 2023
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000661

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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