Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Saurin, Sébastien"'
In credit markets, screening algorithms aim to discriminate between good-type and bad-type borrowers. However, when doing so, they can also discriminate between individuals sharing a protected attribute (e.g. gender, age, racial origin) and the rest
Externí odkaz:
http://arxiv.org/abs/2205.10200
Publikováno v:
SSRN Electronic Journal.
We introduce the XPER (eXplainable PERformance) methodology to measure the specific contribution of the input features to the predictive or economic performance of a model. Our methodology offers several advantages. First, it is both model-agnostic a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::46ae2a3c9af454204744140e9187189f
https://doi.org/10.2139/ssrn.4280563
https://doi.org/10.2139/ssrn.4280563
