Explainable Machine Learning Models of Consumer Credit Risk

February 24, 2022

In the financial services community, ML models are currently being used for everything from credit underwriting to forecasting to fraud detection and anti-money laundering. Randall Davis, Andrew W. Lo, Sudhanshu Mishra, Arash Nourian, Manish Singh, Nicholas Wu and Ruixun Zhang create an ML methodology for forecasting home equity credit risk, and break down the explainability of this model for loan companies, regulators, loan applicants and data scientists.

We are a not-for-profit organization and the leading globally recognized membership association for risk managers.

weChat QR code.
red QR code.

BylawsCode of ConductPrivacy NoticeTerms of Use © 2024 Global Association of Risk Professionals