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pro vyhledávání: '"Sébastien, Saurin"'
In credit scoring, machine learning models are known to outperform standard parametric models. As they condition access to credit, banking supervisors and internal model validation teams need to monitor their predictive performance and to identify th
Externí odkaz:
http://arxiv.org/abs/2212.05866
In credit markets, screening algorithms discriminate between good-type and bad-type borrowers. This is their raison d’être. However, by doing so, they also often discriminate between individuals sharing a protected attribute (e.g. gender, age, rac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a31951733ac6197a625f68f10989f46c
https://hal-hec.archives-ouvertes.fr/hal-03501452
https://hal-hec.archives-ouvertes.fr/hal-03501452