Related papers: Determining Secondary Attributes for Credit Evalua…

Visual attribute imbalance is a common yet underexplored issue in image classification, significantly impacting model performance and generalization. In this work, we first define the first-level and second-level attributes of images and…

Data-driven decision support tools play an increasingly central role in decision-making across various domains. In this work, we focus on binary classification models for predicting positive-outcome scores and deciding on resource…

Online reviews play an integral part for success or failure of businesses. Prior to purchasing services or goods, customers first review the online comments submitted by previous customers. However, it is possible to superficially boost or…

Interpreting the performance results of models that attempt to realize user behavior in platforms that employ recommenders is a big challenge that researchers and practitioners continue to face. Although current evaluation tools possess the…

AutoClustering methods aim to automate unsupervised learning tasks, including algorithm selection (AS), hyperparameter optimization (HPO), and pipeline synthesis (PS), by often leveraging meta-learning over dataset meta-features. While…

Machine learning plays an essential role in preventing financial losses in the banking industry. Perhaps the most pertinent prediction task that can result in billions of dollars in losses each year is the assessment of credit risk (i.e.,…

Predictive models that are developed in a regulated industry or a regulated application, like determination of credit worthiness, must be interpretable and rational (e.g., meaningful improvements in basic credit behavior must result in…

Decision making in crucial applications such as lending, hiring, and college admissions has witnessed increasing use of algorithmic models and techniques as a result of a confluence of factors such as ubiquitous connectivity, ability to…

We use machine learning techniques to investigate whether it is possible to replicate the behavior of bank managers who assess the risk of commercial loans made by a large commercial US bank. Even though a typical bank already relies on an…

The credit spread is a key indicator in bond investments, offering valuable insights for fixed-income investors to devise effective trading strategies. This study proposes a novel credit spread forecasting model leveraging ensemble learning…

Gender classification algorithms have important applications in many domains today such as demographic research, law enforcement, as well as human-computer interaction. Recent research showed that algorithms trained on biased benchmark…

Training and evaluation of fair classifiers is a challenging problem. This is partly due to the fact that most fairness metrics of interest depend on both the sensitive attribute information and label information of the data points. In many…

In recent years, financial fraud detection systems have become very efficient at detecting fraud, which is a major threat faced by e-commerce platforms. Such systems often include machine learning-based algorithms aimed at detecting and…

Deploying machine learning in regulated financial environments -- credit risk, fraud detection, and anti-money laundering -- exposes critical vulnerabilities in algorithmic reproducibility. While early financial ML addressed statistical…

Despite the widespread use of machine learning algorithms to solve problems of technological, economic, and social relevance, provable guarantees on the performance of these data-driven algorithms are critically lacking, especially when the…

House price valuation remains challenging due to localized market variations. Existing approaches often rely on black-box machine learning models, which lack interpretability, or simplistic methods like linear regression (LR), which fail to…

To safely deploy deep learning-based computer vision models for computer-aided detection and diagnosis, we must ensure that they are robust and reliable. Towards that goal, algorithmic auditing has received substantial attention. To guide…

Algorithms are increasingly common components of high-impact decision-making, and a growing body of literature on adversarial examples in laboratory settings indicates that standard machine learning models are not robust. This suggests that…

Predictive models are omnipresent in automated and assisted decision making scenarios. But for the most part they are used as black boxes which output a prediction without understanding partially or even completely how different features…

In this paper we present a novel algorithm to study the evolution of credit risk across complex multilayer networks. Pagerank-like algorithms allow for the propagation of an influence variable across single networks, and allow quantifying…