Explainable machine learning for financial risk management: two practical use cases-Reference-Cited by-同舟云学术

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Explainable machine learning for financial risk management: two practical use cases

Published:2024-09-13 Issue: Volume: Page:1-16
ISSN:0233-1888
Container-title:Statistics
language:en
Short-container-title:Statistics

Author:

Famà Angelo¹,Myftiu Jurgena²,Pagnottoni Paolo³,Spelta Alessandro⁴

Affiliation:

1. Department of Statistical Sciences, Catholic University of the Sacred Heart, Milan, Italy

2. Department of Economics and Business Studies, University of Piemonte Orientale, Novara, Italy

3. Department of Economics, University of Insubria, Varese, Italy

4. Department of Economics and Management, University of Pavia, Pavia, Italy

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/02331888.2024.2401078

Reference49 articles.

1. Lundberg SM Lee S-I. A unified approach to interpreting model predictions. In: Advances in Neural Information Processing Systems; Vol. 30. 2017. Long Beach CA USA.

2. Covert I Lee S-I. Improving kernelshap: practical shapley value estimation using linear regression. In: International Conference on Artificial Intelligence and Statistics; PMLR; 2021. p. 3457–3465.

3. Explainable Machine Learning for Credit Risk Management When Features are Dependent

4. IEEE Access

5. Transparency, auditability, and explainability of machine learning models in credit scoring

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