---
title: Shapley values in credit scoring interpretability -> Shapley values in credit interpretability
url: https://www.ml-quant.com/papers/ssrn/4684103/
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: SSRN 4684103
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4684103
featured: 2024-01-09
citations: unknown
topic: Risk, Credit & Banking
---


# Shapley values in credit scoring interpretability -> Shapley values in credit interpretability

The paper assesses the use of the Shapley value in credit scoring to enhance transparency and comprehension of machine learning algorithm decisions.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4684103
- Identifier: SSRN 4684103
- Released: 2023-09-27
- First featured: Quant Letter No. 32 (2024-01-09): https://www.ml-quant.com/issues/2024-01-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking

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