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RePEcRisk, Credit & Banking

Scaling SMEs Credit Scoring

A new method using Gradient Boosting Decision Trees and SHapley Additive exPlanation values aims to enhance credit scoring for Small and Medium Size Enterprises, providing high predictability and explainability.

Featured in No. 13 on 24 Aug 2023 ·

Released
17 Dec 2021
First featured
No. 13 · 24 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
15
Identifier
RePEc:hal:wpaper:hal-04159788

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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