Credit Risk Modeling Using Interpreted XGBoost
Purpose: The aim of the paper is to develop a credit risk assessment model usingb the XGBoost classifier supported by interpretation issues. Design/methodology/approach: The risk modeling is based on Extreme Gradient Boosting (XGBoost) in the research. It is a method used for regression and class...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Warsaw
2023-01-01
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| Series: | European Management Studies |
| Subjects: | |
| Online Access: | https://press.wz.uw.edu.pl/ems/vol21/iss3/3 |
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