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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