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arxiv: 1811.06471 · v2 · submitted 2018-11-15 · 💻 cs.LG · cs.AI

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Towards Explainable Deep Learning for Credit Lending: A Case Study

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classification 💻 cs.LG cs.AI
keywords beencreditdeeplearningneuraltechniquesadoptionassessment
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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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