Explainable ensemble technique for enhancing credit risk prediction
Pavitha Nooji,
Shounak Sugave
Abstract:<span>Credit risk prediction is a critical task in financial institutions that can impact lending decisions and financial stability. While machine learning (ML) models have shown promise in accurately predicting credit risk, the complexity of these models often makes them difficult to interpret and explain. The paper proposes the explainable ensemble method to improve credit risk prediction while maintaining interpretability. In this study, an ensemble model is built by combining multiple base models tha… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.