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Showing results 1 to 3 of 3

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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
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Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation
Alonso, Andrés; Carbó, José Manuel
25-Jan-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
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Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation
Alonso, Andrés; Carbó, 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