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Shapley values as an interpretability technique in credit scoring
by
du Toit, Hendrik Anders
,
Schutte, Willem Daniël
,
Raubenheimer, Helgard
Published in
Journal of risk model validation
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Journal Of Risk Model Validation
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Bank
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Banking
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Banks, Depository Institutions, Micro Finance Institutions, Mortgages
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Business & Economics
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Business, Finance
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Credit
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Credit Scoring
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Investment Banking, Venture Capital, Brokerage, Ratings And Ratings Agencies
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Kreditrisiko
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Kreditwürdigkeit
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Machine Learning
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Model Interpretability
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Model Risk
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Neural Networks And Related Topics
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Shapley Value
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Shapley-Wert
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Abi/Inform Global
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Risk.net
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