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Deep Neural Networks for Behavioral Credit Rating

Logistic regression is the industry standard in credit risk modeling. Regulatory requirements for model explainability have halted the implementation of more advanced, non-linear machine learning algorithms, even though more accurate predictions would benefit consumers and banks alike. Deep neural n...

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Detalles Bibliográficos
Autores principales: Merćep, Andro, Mrčela, Lovre, Birov, Matija, Kostanjčar, Zvonko
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7824729/
https://www.ncbi.nlm.nih.gov/pubmed/33375420
http://dx.doi.org/10.3390/e23010027