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Found 5 papers, 0 papers with code
A Distributionally Robust Optimisation Approach to Fair Credit Scoring
To address this concern, recent credit scoring research has considered a range of fairness-enhancing techniques put forward by the machine learning community to reduce bias and unfair treatment in classification systems.
Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction
We enhance the model by using a custom attention mechanism that weights the different time snapshots according to their importance.
Deep residential representations: Using unsupervised learning to unlock elevation data for geo-demographic prediction
We consider the suitability of this data not just on its own but also as an auxiliary source of data in combination with demographic features, thus providing a realistic use case for the embeddings.
A transformer-based model for default prediction in mid-cap corporate markets
In this paper, we study mid-cap companies, i. e. publicly traded companies with less than US $10 billion in market capitalisation.
The value of text for small business default prediction: A deep learning approach
Compared to consumer lending, Micro, Small and Medium Enterprise (mSME) credit risk modelling is particularly challenging, as, often, the same sources of information are not available.
