Explainable artificial intelligence for credit scoring in banking
Borger Melsom, Christian Bakke Vennerød, Petter Eilif de Lange, Lars Ole Hjelkrem and Sjur Westgaard
| Year of publication: |
2022
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|---|---|
| Authors: | Melsom, Borger ; Vennerød, Christian Bakke ; Lange, Petter Eilif de ; Hjelkrem, Lars Ole ; Westgaard, Sjur |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 25.2022, 2, p. 1-25
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| Subject: | credit default modeling | explainable artificial intelligence (XAI) | Shapley additive explanations (SHAP) | machine learning | Light Gradient Boosting Machine (LightGBM) | risk management | Künstliche Intelligenz | Artificial intelligence | Kreditwürdigkeit | Credit rating | Risikomanagement | Risk management | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2022.046 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014342455