Transparency, auditability, and explainability of machine learning models in credit scoring

The long road to fairer algorithms

(2020) Matt J. Kusner et al.   NATURE

Retail credit scoring using fine‐grained payment data

(2019) Ellen Tobback et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY

Causal Interpretations of Black-Box Models

(2019) Qingyuan Zhao et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Methods for interpreting and understanding deep neural networks

(2018) Grégoire Montavon et al.   DIGITAL SIGNAL PROCESSING

ranger: A Fast Implementation of Random Forests for High Dimensional Data in C++ and R

(2017) Marvin N. Wright et al.   Journal of Statistical Software

An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market

(2016) Trevor Fitzpatrick et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Adverse Events in Robotic Surgery: A Retrospective Study of 14 Years of FDA Data

(2016) Homa Alemzadeh et al.   PLoS One

Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research

(2015) Stefan Lessmann et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Peeking Inside the Black Box: Visualizing Statistical Learning With Plots of Individual Conditional Expectation

(2015) Alex Goldstein et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Regularization Paths for Generalized Linear Models via Coordinate Descent

(2015) Jerome Friedman et al.   Journal of Statistical Software

Development and application of consumer credit scoring models using profit-based classification measures

(2014) Thomas Verbraken et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

pROC: an open-source package for R and S+ to analyze and compare ROC curves

(2011) Xavier Robin et al.   BMC BIOINFORMATICS

An experimental comparison of classification algorithms for imbalanced credit scoring data sets

(2011) Iain Brown et al.   EXPERT SYSTEMS WITH APPLICATIONS

Measuring classifier performance: a coherent alternative to the area under the ROC curve

(2009) David J. Hand   MACHINE LEARNING

Support vector machines for credit scoring and discovery of significant features

(2008) Tony Bellotti et al.   EXPERT SYSTEMS WITH APPLICATIONS