Feature contribution alignment with expert knowledge for artificial intelligence credit scoring

Author:

El Qadi Ayoub,Trocan MariaORCID,Díaz-Rodríguez Natalia,Frossard Thomas

Publisher

Springer Science and Business Media LLC

Subject

Electrical and Electronic Engineering,Signal Processing

Reference18 articles.

1. Hand, D.J., Henley, W.E.: Statistical classification methods in consumer credit scoring: a review. J. R. Stat. Soc. Ser. A Stat. Soc. 160(3), 523–541 (1997)

2. Altman, E.I.: Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. J. Financ. 23(4), 589–609 (1968)

3. Merton, R.C.: On the Pricing of Corporate Debt: the Risk Structure of Interest Rates. J. Financ. 29(2), 449–470 (1974)

4. Rikkers, F., Thibeault, A: The influence of rating philosophy on regulatory capital and procyclicality. In: European Financial Management Association, Annual Meeting, June 24–28, Athens, Greece. Nyenrode Business Universiteit. 2008

5. Lessmann, S., et al.: Benchmarking state-of- the-art classification algorithms for credit scoring: an update of research. Eur. J. Oper. Res. 247(1), 124–136 (2015)

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