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

Yi Sheng Heng, Preethi Subramanian. A Systematic Review of Machine Learning and Explainable Artificial Intelligence (XAI) in Credit Risk Modelling. In Kohei Arai, editor, Proceedings of the Future Technologies Conference, FTC 2022, Virtual Event, 20-21 October 2022, Volume 1. Volume 559 of Lecture Notes in Networks and Systems, pages 596-614, Springer, 2022. [doi]

Abstract

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