Explaining Mortgage Defaults Using SHAP and LASSO
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DOI: 10.1007/s10614-024-10763-6
Abstract: We utilize machine learning methods to model the credit risk of mortgages in a significant emerging market. For this purpose, we investigate a multitude of variables that explain the characteristics of the loans, the demographics… read more here.
Keywords: mortgage defaults; explaining mortgage; defaults using; mortgage ... See more keywords