Deep Neural Networks for Behavioral Credit Rating
Logistic regression is the industry standard in credit risk modeling. Regulatory requirements for model explainability have halted the implementation of more advanced, non-linear machine learning algorithms, even though more accurate predictions would benefit consumers and banks alike. Deep neural n...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-12-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/23/1/27 |