Philippe Bracke

Bank of England

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Machine Learning Explainability in Finance: An Application to Default Risk Analysis

Bank of England Working Paper No. 816, August 2019
Number of pages: 44 Posted: 10 Aug 2019 Last Revised: 12 Aug 2019
Philippe Bracke, Anupam Datta, Carsten Jung and Shayak Sen
Bank of England, Carnegie Mellon University - School of Computer Science, Bank of England and Carnegie Mellon University
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Citation 10

Abstract:

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machine learning, explainability, mortgage defaults