---
title: Scaling SMEs Credit Scoring
url: https://www.ml-quant.com/papers/repec/hal-wpaper-hal-04159788/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:hal:wpaper:hal-04159788
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fhal.science%2Fhal-04159788%2Fdocument%3Bh%3Drepec%3Ahal%3Awpaper%3Ahal-04159788
featured: 2023-08-24
citations: unknown
topic: Risk, 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fhal.science%2Fhal-04159788%2Fdocument%3Bh%3Drepec%3Ahal%3Awpaper%3Ahal-04159788
- Identifier: RePEc:hal:wpaper:hal-04159788
- Released: 2021-12-17
- First featured: Quant Letter No. 13 (2023-08-24): https://www.ml-quant.com/issues/2023-08-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking

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