Data Science Case Study — Credit Default Prediction: Part 2

Data Science Case Study — Credit Default Prediction: Part 2

Model Explainability, Game Theory, and SHAP

In financial institutions, credit default occurs when a borrower fails to fulfill their debt obligations, leading to a breach of the loan agreement. It represents the risk that a borrower will default on their debt, impacting lenders and investors. Machine learning models are increasingly being used for the predictive modeling of credit default.

In Part 1 …

agreement artificial intelligence breach case case study credit data data science debt explainability explainable ai financial financial institutions game game theory machine learning part prediction risk science shapley-values study theory will