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Showing results 1 to 6 of 6

Accuracy of explanations of machine learning models for credit decisions

Alonso, Andrés; Carbó Martinez, José Manuel

23-Jun-2022

Datos sintéticos; Inteligencia artificial; Interpretabilidad; Aprendizaje automático; Evaluación de crédito; Synthetic datasets; Artificial intelligence; Interpretability; Machine learning; Credit assessment; Modelización econométrica; Modelos de simulación; Créditos

Innovación financiera para una economía sostenible

Alonso, Andrés; Marqués Sevillano, José Manuel

2-Oct-2019

Fintech; Principios de desarrollo sostenible; Cambio climático; Sostenibilidad; Bonos verdes; Innovación; Inteligencia artificial; Fintech; Sustainable development goals; Climate change; Sustainability; Green bonds; Innovation; Artificial intelligence

Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost

Alonso, Andrés; Carbó, José Manuel

30-Oct-2020

Inteligencia artificial; Aprendizaje automático; Riesgo de crédito; Interpretabilidad; Sesgos; Modelos IRB; Artificial intelligence; Machine learning; Credit risk; Interpretability; Bias; IRB models; Riesgos y liquidez; Predicción; Inteligencia artificial

Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation

Alonso, Andrés; Carbó Martinez, José Manuel

24-May-2021

Aprendizaje automático; Riesgo de crédito; Predicción; Probabilidad de impago; Modelos IRB; Machine learning; Credit risk; Prediction; Probability of default; IRB system; Redes neuronales; Predicción; Inteligencia artificial; Sistemas bancarios y actividad crediticia

Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation

Alonso, Andrés; Carbó Martinez, José Manuel

25-Jan-2021