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Towards Explainable Deep Learning for Credit Lending: A Case Study
Published 15 Nov 2018 in cs.LG and cs.AI | (1811.06471v2)
Abstract: Deep learning adoption in the financial services industry has been limited due to a lack of model interpretability. However, several techniques have been proposed to explain predictions made by a neural network. We provide an initial investigation into these techniques for the assessment of credit risk with neural networks.
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