Explainable Credit Risk Scoring in P2P Lending – Ing. Rishee Yadav
Ing. Rishee Yadav
Master's thesis
Explainable Credit Risk Scoring in P2P Lending
Explainable Credit Risk Scoring in P2P Lending
Anotácia:
Credit risk arises when a lender or client in a debt agreement fails to make the required instalment. Major advancements in credit risk intelligence have been made in the last decade to mitigate these risks. Despite that, there are biases toward these models for not being transparent enough. This thesis focuses on the proposed interpretation of models to explain them in-depth and to assess the models …viacAbstract:
Credit risk arises when a lender or client in a debt agreement fails to make the required instalment. Major advancements in credit risk intelligence have been made in the last decade to mitigate these risks. Despite that, there are biases toward these models for not being transparent enough. This thesis focuses on the proposed interpretation of models to explain them in-depth and to assess the models …viac
Jazyk práce: English
Datum vytvoření / odevzdání či podání práce: 13. 5. 2022
Identifikátor:
https://is.muni.cz/th/y56xs/
Obhajoba závěrečné práce
- Obhajoba proběhla 22. 6. 2022
- Vedúci: Ph.D. Oleg Deev
- Oponent: Ing. Tomáš Plíhal, Ph.D.
Citační záznam
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Instituce archivující a zpřístupňující práci: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / odbor:
Finance / Finance
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