Explainable AI in Fintech Risk Management

The paper proposes an explainable AI model that can be used in fintech risk management and, in particular, in measuring the risks that arise when credit is borrowed employing peer to peer lending platforms. The model employs Shapley values, so that AI predictions are interpreted according to the und...

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Detalles Bibliográficos
Autores principales: Bussmann, Niklas, Giudici, Paolo, Marinelli, Dimitri, Papenbrock, Jochen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7861223/
https://www.ncbi.nlm.nih.gov/pubmed/33733145
http://dx.doi.org/10.3389/frai.2020.00026