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SSRNRisk, Credit & Banking

Shapley values in credit scoring interpretability -> Shapley values in credit interpretability

The paper assesses the use of the Shapley value in credit scoring to enhance transparency and comprehension of machine learning algorithm decisions.

Featured in No. 32 on 9 Jan 2024 ·

Released
27 Sep 2023
First featured
No. 32 · 9 Jan 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4684103

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

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