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  • Search: subject:"Partial dependence plot"
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Year of publication
Subject
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Artificial intelligence 4 Künstliche Intelligenz 4 Theorie 4 Theory 4 Credit risk 3 Kreditrisiko 3 Partial dependence plot 2 explainability 2 partial dependence plot 2 Back-door adjustment 1 Causality analysis 1 Corporate bond 1 Credit market 1 Credit rating 1 Credit spread changes 1 Data visualization 1 H-statistic 1 Hedging 1 Hypothek 1 Insolvency 1 Insolvenz 1 Kausalanalyse 1 Kreditmarkt 1 Kreditwürdigkeit 1 Machine learning 1 Mediation analysis 1 Mortgage 1 Random forest 1 Risikoprämie 1 Risk premium 1 SHAP 1 SHAP values 1 USA 1 United States 1 Unternehmensanleihe 1 Visualisierung 1 Visualization 1 Yield curve 1 Zinsstruktur 1 credit scoring 1
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Online availability
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Free 3 Undetermined 1
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4
Author
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Hastie, Trevor 1 Heger, Julia 1 Kim, Dong-sup 1 Lübke, Karsten 1 Min, Aleksey 1 Shin, Seungwoo 1 Szepannek, Gero 1 Zagst, Rudi 1 Zhao, Qingyuan 1
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Published in...
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Argumenta oeconomica 1 International journal of strategic property management 1 International review of financial analysis 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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Analyzing credit spread changes using explainable artificial intelligence
Heger, Julia; Min, Aleksey; Zagst, Rudi - In: International review of financial analysis 94 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014543984
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How much do we see? : on the explainability of partial dependence plots for credit risk scoring
Szepannek, Gero; Lübke, Karsten - In: Argumenta oeconomica 50 (2023) 1, pp. 137-150
Persistent link: https://www.econbiz.de/10014279378
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The economic explainability of machine learning and standard econometric models-an application to the U.S. mortgage default risk
Kim, Dong-sup; Shin, Seungwoo - In: International journal of strategic property management 25 (2021) 5, pp. 396-412
Persistent link: https://www.econbiz.de/10013415389
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Causal interpretations of black-box models
Zhao, Qingyuan; Hastie, Trevor - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 272-281
Persistent link: https://www.econbiz.de/10012424517
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