An interpretable predictive model for bank customers’ income using the eXtreme Gradient Boosting algorithm and the SHAP method: a case study of an Anonymous Chilean Bank

In the dynamic landscape of banking institutions, acquiring accurate and timely information regarding customers’ incomes is crucial for effectively managing financial product offerings. To meet this demand, these institutions construct predictive models using numerous features, with only a subset co...

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Bibliographic Details
Main Authors: Patricio Salas, Patricio Sáez, Vicente Marchant
Format: Article
Language:English
Published: Taylor & Francis 2024-12-01
Series:Research in Statistics
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/27684520.2024.2312290