Transparency, auditability, and explainability of machine learning models in credit scoring
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DOI: 10.1080/01605682.2021.1922098
Abstract: Abstract A major requirement for credit scoring models is to provide a maximally accurate risk prediction. Additionally, regulators demand these models to be transparent and auditable. Thus, in credit scoring, very simple predictive models such… read more here.
Keywords: learning models; transparency auditability; credit scoring; machine learning ... See more keywords