Randall Davis

Massachusetts Institute of Technology (MIT)

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

  • Massachusetts Institute of Technology (MIT)

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Explainable Machine Learning Models of Consumer Credit Risk

The Journal of Financial Data Science, Fall 2023, 5 (4) 9 - 39 DOI: 10.3905/jfds.2023.1.141
Posted: 14 Jan 2022 Last Revised: 12 Apr 2024
Randall Davis, Andrew W. Lo, Sudhanshu Mishra, Arash Nourian, Manish Singh, Nicholas Wu and Ruixun Zhang
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, affiliation not provided to SSRN, affiliation not provided to SSRN, Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science, Massachusetts Institute of Technology (MIT) and Peking University

Abstract:

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Machine Learning; Interpretability; Explainable AI; Credit Lending; Inductive Logic Programming; Optimal Trees; LIME; SHAP; Counterfactual.