Shapley values as an interpretability technique in credit scoring
Hendrik Andries du Toit, Willem Daniël Schutte and Helgard Raubenheimer
| Year of publication: |
2023
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|---|---|
| Authors: | Toit, Hendrik Andries du ; Schutte, Willem Daniël ; Raubenheimer, Helgard G. |
| Subject: | model risk | machine learning | credit scoring | model interpretability | Shapley value | weights of evidence | Kreditwürdigkeit | Credit rating | Theorie | Theory | Shapley-Wert | Künstliche Intelligenz | Artificial intelligence | Kreditrisiko | Credit risk | Diskriminanzanalyse | Discriminant analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2023.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485964