A Systematic Review of Machine Learning and Explainable Artificial Intelligence (XAI) in Credit Risk Modelling

Heng, Yi Sheng; Subramanian, Preethi

doi:10.1007/978-3-031-18461-1_39

Cited by 6 publications

(1 citation statement)

References 29 publications

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“…However, traditional DEA models may not be able to capture complex and nonlinear relationships between inputs and outputs (Umenweke et al, 2022). Recent advances in machine learning and artificial intelligence (AI) have provided opportunities to improve the accuracy, stability, and interpretability of stochastic DEA models (Heng & Subramanian, 2022).…”

Section: Introductionmentioning

confidence: 99%

Data driven approach for stochastic DEA in machine learning and artificial intelligence to improve the accuracy, stability, and interpretability of the model

Sihotang,

Huang,

Alesha

2023

Idea

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The novelty of this research lies in the integration of machine learning and artificial intelligence techniques into stochastic DEA models. While traditional DEA models have been widely used to measure the efficiency of decision-making units, they may not be able to capture complex and nonlinear relationships between inputs and outputs. By integrating advanced machine learning and AI techniques, this research aims to improve the accuracy, stability, and interpretability of stochastic DEA models, providing decision-makers with more reliable and actionable insights. Moreover, this research explores several novel approaches, including the integration of deep learning techniques, ensemble learning, dynamic stochastic DEA models, and explainable AI, to improve the performance of stochastic DEA models. These approaches have the potential to enhance the accuracy of efficiency scores, increase the stability of the model, provide more actionable insights, and improve the model's interpretability. By integrating these approaches into stochastic DEA models, this research aims to provide a comprehensive and effective solution to the problem of measuring the efficiency of decision-making units. This approach has not been explored extensively in the literature, and thus represents a novel and innovative approach to addressing this important research problem.

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Section: Introductionmentioning

confidence: 99%