Matches in SemOpenAlex for { <https://semopenalex.org/work/W3134439870> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W3134439870 endingPage "1094" @default.
- W3134439870 startingPage "1083" @default.
- W3134439870 abstract "The rise of algorithmic decision-making has spawned much research on fair machine learning (ML). Financial institutions use ML for building risk scorecards that support a range of credit-related decisions. Yet, the literature on fair ML in credit scoring is scarce. The paper makes three contributions. First, we revisit statistical fairness criteria and examine their adequacy for credit scoring. Second, we catalog algorithmic options for incorporating fairness goals in the ML model development pipeline. Last, we empirically compare different fairness processors in a profit-oriented credit scoring context using real-world data. The empirical results substantiate the evaluation of fairness measures, identify suitable options to implement fair credit scoring, and clarify the profit-fairness trade-off in lending decisions. We find that multiple fairness criteria can be approximately satisfied at once and recommend separation as a proper criterion for measuring the fairness of a scorecard. We also find fair in-processors to deliver a good balance between profit and fairness and show that algorithmic discrimination can be reduced to a reasonable level at a relatively low cost. The codes corresponding to the paper are available on GitHub." @default.
- W3134439870 created "2021-03-15" @default.
- W3134439870 creator A5006140048 @default.
- W3134439870 creator A5057226223 @default.
- W3134439870 creator A5076673005 @default.
- W3134439870 date "2022-03-01" @default.
- W3134439870 modified "2023-10-11" @default.
- W3134439870 title "Fairness in credit scoring: Assessment, implementation and profit implications" @default.
- W3134439870 cites W1973982793 @default.
- W3134439870 cites W1998200917 @default.
- W3134439870 cites W2020821583 @default.
- W3134439870 cites W2058988827 @default.
- W3134439870 cites W2097246321 @default.
- W3134439870 cites W2131816657 @default.
- W3134439870 cites W2599025709 @default.
- W3134439870 cites W2933331543 @default.
- W3134439870 cites W2963106283 @default.
- W3134439870 cites W2964031043 @default.
- W3134439870 cites W3101206394 @default.
- W3134439870 cites W3135286407 @default.
- W3134439870 doi "https://doi.org/10.1016/j.ejor.2021.06.023" @default.
- W3134439870 hasPublicationYear "2022" @default.
- W3134439870 type Work @default.
- W3134439870 sameAs 3134439870 @default.
- W3134439870 citedByCount "34" @default.
- W3134439870 countsByYear W31344398702021 @default.
- W3134439870 countsByYear W31344398702022 @default.
- W3134439870 countsByYear W31344398702023 @default.
- W3134439870 crossrefType "journal-article" @default.
- W3134439870 hasAuthorship W3134439870A5006140048 @default.
- W3134439870 hasAuthorship W3134439870A5057226223 @default.
- W3134439870 hasAuthorship W3134439870A5076673005 @default.
- W3134439870 hasBestOaLocation W31344398702 @default.
- W3134439870 hasConcept C11867375 @default.
- W3134439870 hasConcept C144133560 @default.
- W3134439870 hasConcept C157764524 @default.
- W3134439870 hasConcept C162118730 @default.
- W3134439870 hasConcept C162324750 @default.
- W3134439870 hasConcept C175444787 @default.
- W3134439870 hasConcept C181622380 @default.
- W3134439870 hasConcept C195094911 @default.
- W3134439870 hasConcept C199004533 @default.
- W3134439870 hasConcept C41008148 @default.
- W3134439870 hasConcept C555944384 @default.
- W3134439870 hasConcept C76155785 @default.
- W3134439870 hasConceptScore W3134439870C11867375 @default.
- W3134439870 hasConceptScore W3134439870C144133560 @default.
- W3134439870 hasConceptScore W3134439870C157764524 @default.
- W3134439870 hasConceptScore W3134439870C162118730 @default.
- W3134439870 hasConceptScore W3134439870C162324750 @default.
- W3134439870 hasConceptScore W3134439870C175444787 @default.
- W3134439870 hasConceptScore W3134439870C181622380 @default.
- W3134439870 hasConceptScore W3134439870C195094911 @default.
- W3134439870 hasConceptScore W3134439870C199004533 @default.
- W3134439870 hasConceptScore W3134439870C41008148 @default.
- W3134439870 hasConceptScore W3134439870C555944384 @default.
- W3134439870 hasConceptScore W3134439870C76155785 @default.
- W3134439870 hasIssue "3" @default.
- W3134439870 hasLocation W31344398701 @default.
- W3134439870 hasLocation W31344398702 @default.
- W3134439870 hasOpenAccess W3134439870 @default.
- W3134439870 hasPrimaryLocation W31344398701 @default.
- W3134439870 hasRelatedWork W1555424527 @default.
- W3134439870 hasRelatedWork W2105353475 @default.
- W3134439870 hasRelatedWork W2200840443 @default.
- W3134439870 hasRelatedWork W2379331395 @default.
- W3134439870 hasRelatedWork W2381835541 @default.
- W3134439870 hasRelatedWork W2390110963 @default.
- W3134439870 hasRelatedWork W2560762162 @default.
- W3134439870 hasRelatedWork W2619445173 @default.
- W3134439870 hasRelatedWork W2620497715 @default.
- W3134439870 hasRelatedWork W2625512991 @default.
- W3134439870 hasVolume "297" @default.
- W3134439870 isParatext "false" @default.
- W3134439870 isRetracted "false" @default.
- W3134439870 magId "3134439870" @default.
- W3134439870 workType "article" @default.