Explainable AI in Fintech Risk Management

Explainable AI in Fintech Risk Management

The paper proposes an explainable AI model that can be used in fintech risk management and, in particular, in measuring the risks that arise when credit is borrowed employing peer to peer lending platforms. The model employs Shapley values, so that AI predictions are interpreted according to the und...

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Bibliographic Details
Main Authors: Niklas Bussmann, Paolo Giudici, Dimitri Marinelli, Jochen Papenbrock
Format: Article
Language:English
Published: Frontiers Media S.A. 2020-04-01
Series:Frontiers in Artificial Intelligence
Subjects:
credit risk management
explainable AI
financial technologies
peer to peer lending
logistic regression
predictive models
Online Access:https://www.frontiersin.org/article/10.3389/frai.2020.00026/full

Internet

https://www.frontiersin.org/article/10.3389/frai.2020.00026/full

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