arXiv Machine Learning By Pablo Casas, Huan Yu, Christophe Mues

A Distributionally Robust Optimisation Approach to Fair Credit Scoring

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arXiv:2402. 01811v2 Announce Type: replace Abstract: Credit scoring has been catalogued by the European Commission and the Executive Office of the US President as a high-risk classification task, in light of the potential harms of making loan approval decisions based on models that would be biased against certain groups.

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