Building up Explainability in Multi-layer Perceptrons for Credit Risk Modeling.

Rudrani Sharma Christoph Schommer Nicolas Vivarelli

Published in: DSAA (2020)

Keyphrases

credit risk
multi layer perceptron
credit risk evaluation
risk analysis
evaluation method
neural network
credit scoring
commercial banks
artificial neural networks
data sets
data mining
computational intelligence
k nearest neighbor
loss function
fraud detection