Predicting Peer to Peer Lending Loan Risk Using Classification Approach
Technological innovations have affected all sectors of life, especially, the financial sector
with the emergence of financial technology. One of them is marked by the emergence of …
with the emergence of financial technology. One of them is marked by the emergence of …
Explaining mortgage defaults using SHAP and LASSO
B Ozturkkal, RR Wahlstrøm - Available at SSRN 4212836, 2022 - papers.ssrn.com
We use and compare two machine learning approaches for finding the best variables for
explaining default of mortgages. First, we use SHapley Additive exPlanations (SHAP) values …
explaining default of mortgages. First, we use SHapley Additive exPlanations (SHAP) values …