Explainable AI in Fintech Risk Management
The paper proposes an explainable AI model that can be used in fintech risk management and, in particular, in measuring the risks that arise when credit is borrowed employing peer to peer lending platforms. The model employs Shapley values, so that AI predictions are interpreted according to the und...
Main Authors: | Niklas Bussmann, Paolo Giudici, Dimitri Marinelli, Jochen Papenbrock |
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Format: | Article |
Language: | English |
Published: |
Frontiers Media S.A.
2020-04-01
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Series: | Frontiers in Artificial Intelligence |
Subjects: | |
Online Access: | https://www.frontiersin.org/article/10.3389/frai.2020.00026/full |
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