A sparsity algorithm for finding optimal counterfactual explanations : Application to corporate credit rating
Year of publication: |
2023
|
---|---|
Authors: | Wang, Dan ; Chen, Zhi ; Florescu, Ionuţ ; Wen, Bingyang |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 64.2023, p. 1-16
|
Subject: | Machine learning | Counterfactual explanation | Credit rating | Explainable AI | Sparsity algorithm | Kreditwürdigkeit | Algorithmus | Algorithm | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Kreditrisiko | Credit risk |
-
Finding regions of counterfactual explanations via robust optimization
Maragno, Donato, (2024)
-
Fairness in credit scoring : assessment, implementation and profit implications
Kozodoi, Nikita, (2022)
-
A review of algorithms for credit risk analysis
Salihu, Armend, (2020)
- More ...
-
Florescu, Ionuţ, (2011)
-
A study about the existence of the leverage effect in stochastic volatility models
Florescu, Ionuţ, (2009)
-
Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree
Florescu, Ionuţ, (2008)
- More ...