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Zach

- Corporate Model Risk Management

301 South Tryon Street

Wells Faro Three 10th Floor

Charlotte, NC 28288

United States

  • - Corporate Model Risk Management

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Scholarly Papers (1)

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Explaining Adverse Actions in Credit Decisions Using Shapley Decomposition

Number of pages: 20 Posted: 03 May 2022
Vijay Nair, Tianshu Feng, Linwei Hu, Zach, Jie Chen and Agus Sudjianto
Corporate Model Risk, Wells Fargo, - Corporate Model Risk Management, affiliation not provided to SSRN, - Corporate Model Risk Management, Wells Fargo and Corporate Model Risk, Wells Fargo Bank
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Abstract:

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Baseline Shapley, explainability, machine learning, model-agnostic interpretation