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@@ -106,3 +106,6 @@ Credit scoring is the term used to describe formal statistical methods used for
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- [Machine learning explainability in finance: an application to default risk analysis](https://www.bankofengland.co.uk/working-paper/2019/machine-learning-explainability-in-finance-an-application-to-default-risk-analysis) - This Staff Working Paper from the Bank of England proposes a framework for addressing the ‘black box’ problem present in some Machine Learning (ML) applications.
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- [Regulatory learning: How to supervise machine learning models? An application to credit scoring](https://www.sciencedirect.com/science/article/pii/S2405918817300648) - The arrival of Big Data strategies is threatening the latest trends in financial regulation related to the simplification of models and the enhancement of the comparability of approaches chosen by financial institutions. Indeed, the intrinsic dynamic philosophy of Big Data strategies is almost incompatible with the current legal and regulatory framework as illustrated in this paper. Besides, the model selection may also evolve dynamically forcing both practitioners and regulators to develop libraries of models, strategies allowing to switch from one to the other as well as supervising approaches allowing financial institutions to innovate in a risk mitigated environment.
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[creditmodeling.md Github](https://github.com/mourarthur/awesome-credit-modeling
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