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.
By Pablo Casas, Huan Yu, Christophe Mues
arXiv:2608.24582v1 Announce Type: cross
Abstract: Credit risk models increasingly need to combine predictive accuracy with transparent explanations and auditable fairness constraints. Logistic regres...
By Victor Medina-Olivares, Stefan Lessmann, Jonathan Crook
Credit risk models increasingly need to combine predictive accuracy with transparent explanations and auditable fairness constraints. Logistic regression remains attractive because its coefficients ar...
arXiv:2605. 18147v2 Announce Type: replace Abstract: Predictive models play a pivotal role in credit risk management, guiding critical decisions through accurate estimation of default probabilities and losses.
By Bart Baesens, Andreas Goethals, Stefan Lessmann, Simon De Vos, Cristi\'an Bravo, David Martens, Victor Medina-Olivares, Christophe Mues, Maria Oskarsd\'ottir, Seppe vanden Broucke, Tony Van Gestel, Tim Verdonck, Wouter Verbeke
arXiv:2607. 27143v1 Announce Type: new Abstract: High-stakes decision systems in credit scoring, fraud detection, healthcare, and industrial safety require reliable uncertainty quantification under severe class imbalance and asymmetric error costs.
By Manpreet Singh, Akshatha Srikantha, Shyamal Lakhanpal
arXiv:2505. 23437v2 Announce Type: replace-cross Abstract: Ranking systems influence decision-making in high-stakes domains like health, education, and employment, where they can have substantial economic and social impacts.
By Antonio Ferrara, Andrea Pugnana, Francesco Bonchi, Salvatore Ruggieri