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Articolo sul Credit scoring (by Furio Camillo): combining performance and interpretation in kernel discriminant analysis

Advances in credit scoring: combining performance and interpretation in kernel discriminant analysis (link al paper)

Abstract:

Due to the recent financial turmoil, a discussion in the banking sector about how to accomplish long term success, and how to follow an exhaustive and powerful strategy in credit scoring is being raised up. Recently, the significant theoretical advances in machine learning algorithms have pushed the application of kernel-based classifiers, producing very effective results. Unfortunately, such tools have an inability to provide an explanation, or comprehensible justification, for the solutions they supply. Read more »

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